The aim of the study was to estimate the prevalence and correlates of psychological distress (PD) in three small Pacific Island countries. National cross-sectional data (pooled sample N = 3,088, 18-69 years) of participants from the STEPS surveys in Nauru (2015/16; N = 1382), Tukelau (2014; N = 554) and Tuvalu (2015; N = 1152) were analysed. In the pooled sample 30.4% participants had PD (⩾20 scores), 18.1% mild (20-24 scores), 7.8% moderate (25-29 scores) and 4.4% severe (30-50 scores) PD. The prevalence of PD in Nauru was 41.5%, in Tukelau 5.0% and in Tuvalu 22.7%. In the adjusted logistic regression analysis with the pooled sample, younger age (18-39 years), alcohol family problems, heart attack/stroke, current smoking, high salt intake and high sedentary behaviour were positively associated with PD, while male sex and being from Tukelau and Tuvalu were negatively associated with PD. Almost one in three participants reported PD and several associated factors were found that can be targeted in population interventions.