Undocumented migrants are a particularly vulnerable group regarding (mental) health, living conditions, and restricted access to health care. The aim and objective of the study was to examine the prevalence and correlates of mental health problems in a help-seeking population of undocumented migrants. Observational study was performed by integrating cross-sectional questionnaire data with retrospective electronic patient record data. Undocumented migrants attending medical and psychological consultation hours of a Netherlands-based non-governmental organization completed the Self-Reporting Questionnaire (SRQ). We examined scores of the instrument’s 24 items version (SRQ-24) and its 20 items version (SRQ-20). Correlates of mental health were estimated using parametric tests. On the SRQ-20, 85% (95% CI 77–91%) of the sample (N = 101) scored ≥ 8, the clinical cut-off value for common mental disorders; mean = 12.4 ± 4.6, range 0–20. Adverse life events like physical and sexual assault were reported in 37% of the medical records (N = 99) and had a medium-to-large effect (Cohen’s d = 0.76) on SRQ-24 scores. Mental health problems are common in help-seeking undocumented migrants. This study underlines the need of improving access to mental health care for undocumented migrants.