Most of the literature on mental health and political behaviour focuses on how people with mental health problems engage in politics. In this paper we want to understand how politics can act as a stress factor for mental health. The aim of our paper is to understand to what extent politics-based stress influences mental health, how big is the effect, who is more affected, what are the potential cognitive mechanisms, and how we can alleviate the effect of stressful politics on mental health. To answer our questions we rely on three original survey datasets from adults (Britain) and young people (Britain and the United States). We find that perceiving politics as more stressful decreases positive mental health and increases negative mental health. We find that the association between stressful politics and mental health is not the same for everyone: it is stronger for those who have experience with mental health problems, have dysfunctional attitudes, use maladaptive coping and emotion regulation strategies and have low cognitive control. Many of these factors mediate the relationship. Lastly, we suggest that the use of adaptive strategies may be beneficial for reducing the effect of stressful politics on mental health.