Non-medical use of prescription drugs (NMUPD) is increasing among the general population, particularly among teenagers and young adults. Although prescription drugs are considered safer than illicit street drugs, NMUPD can lead to detrimental consequences. The aim of the present study was to investigate the relationship between drug use (NMUPD on the one side, illicit street drugs on the other side) with mental health issues and then compare these associations. A representative sample of 5719 young Swiss men aged around 20 years filled in a questionnaire as part of the ongoing baseline Cohort Study on Substance Use Risk Factors (C-SURF). Drug use (16 illicit street drugs and 5 NMUPDs, including sleeping pills, sedatives, pain killers, antidepressants, stimulants) and mental health issues (depression, SF12) were assessed. Simple and multiple linear regressions were employed. In simple regressions, all illicit and prescription drugs were associated with poorer mental health. In multiple regressions, most of the NMUPDs, except for stimulants, were significantly associated with poorer mental health and with depression. On the contrary, the only associations that remained significant between illicit street drugs and mental health involved cannabis. NMUPD is of growing concern not only because of its increasing occurrence, but also because of its association with depression and mental health problems, which is stronger than the association observed between these problems and illicit street drug use, excepted for cannabis. Therefore, NMUPD must be considered in screening for substance use prevention purposes.