The impact of internal migration on the mental health of migrant population is investigated in six urban areas in Bangladesh. Specifically, the social theories of selection and stress are empirically tested by looking at the link between the migrants’ overall mental health status including suicidal thoughts, migration status and history. Contrary to most of the previous literature that have found that migrants have higher levels of mental health problems, no significant difference between the mental health statuses of migrants and native-born was found. However, significant differences exist between men and women’s socio-economic and migration behavior including motives for migration. This confirms previous research that gender plays an important role in understanding the link between socio-economic factors and mental health outcomes. Additionally, theories are tested on the effects of migration duration. To mitigate the problem of migrant selection, migration motivation is exploited comparing cases of voluntary migration with quasi-involuntary migration. The results remain the same. The results are also robust to using a variety of matching estimators that seek to ameliorate possible selection biases.