Introduction: The population of Lesbians, Gays, Bisexual, Transvestite and Transsexual is the target of social failure (Homophobias, Lesbophobia, transphobia), which contributes to social exclusion and with great association with vulnerability to their health and suffering. Objective: To identify the prevalence of social failure as a factor of vulnerability to mental illness in sexual and gender minorities. Methodology: This is a descriptive, transversal and quantitative study. Data collection took place between December 2018 and June 2019. The place where the research occurred was the Federal University of Alagoas. The instruments used were the identification questionnaire and the Mini International Neuropsychiatric Interview. Students belonging to sexual and gender minorities who studied at the Federal University of Alagoas, aged 18 years and over, were included. Those who gave up graduation during data collection were excluded. The research was approved by the Research Ethics Committee of the Federal University of Alagoas. Results: 141 students belonging to sex and gender minorities were interviewed, 64 (45.4%) female and 77 (54.6%) male sex. Regarding sexual orientation, 83 (58.9%) were homosexuals, 50 (35.5%) were bisexual and 8 (5.8%) pansexuals. In relation to gender identity, 135 (95.7%) were cisgender, 2 (1.4%) were transgendered and 4 (2.8%) non-binary. 139 (98.6%) Individuals had already revealed their sexual orientation to someone. Of these, 112 (79.4%) already suffered social failure, being 74 (52.5%) from the family, 56 (39.7%) from unknown persons, 21 (14.9%) from friends, 12 (8.5%) from college colleagues and 10 (7.1%) from co-workers. According to MINI, 134 (95%) who had some kind of mental disorder, 89 (63.1%) presented generalized anxiety disorder. In addition, of the total number of respondents, 108 (76.6%) had psychiatric comorbidities. Conclusions: The research data identified that sexual and gender minorities are vulnerable to mental illness, highlighting generalized anxiety disorder, reflecting all social and family pressures that these individuals suffer to adapt to gender standards and norms, in addition to the whole context of coping with life that affects negative consequences for the mind and body. It is necessary to create care strategies that promote the well-being and improvement of the mental health of this population.