ABSTRACT: The purpose of this study was to compare the incidence of mental health outcomes in women in the United States with and without documented endometriosis. In a retrospective matched-cohort study using administrative health claims data from Optum's Clinformatics DataMart from May 1, 2000, through March 31, 2019, women aged 18-50 years with endometriosis (n = 72,677), identified by International Classification of Disease diagnosis codes (revisions 9 or 10), were matched 1:2 on age and calendar time to women without endometriosis (n = 147,251), with a median follow-up of 529 days (interquartile range, 195, 1,164). The rate per 1,000 person-years of anxiety, depression, and self-directed violence among women with endometriosis was 57.1, 47.7, and 0.9, respectively. Comparing women with endometriosis to those without, the adjusted hazard ratios and 95% confidence intervals were 1.38 (1.34, 1.42) for anxiety, 1.48 (1.44, 1.53) for depression, and 2.03 (1.60, 2.58) for self-directed violence. The association with depression was stronger among women younger than 35 years (P for heterogeneity < 0.01). Risk factors for incident depression, anxiety, and self-directed violence among women with endometriosis included endometriosis-related pain symptoms and prevalence of other chronic conditions associated with pain. The identification of risk factors for mental health conditions among women with endometriosis may improve patient-centered disease management.