Abstract Stress and burnout can have several negative effects on the individual social worker’s work performance, along with their mental health and well-being. We are still unclear on how these negative effects play out, as no studies have examined what the relationships are between stress, burnout, anxiety, depression and well-being in social workers. This cross-sectional study attempted to identify the rates and correlates of stress, burnout, anxiety, depression and mental well-being of 121 social workers, using bivariate and multiple regression analyses. This study highlighted a significant proportion of social workers who reported mild to severe issues in anxiety, depression and mental well-being. This study highlighted that perceived stress is likely to be a universal risk factor for anxiety, depression, and mental well-being in social workers. Emotional exhaustion was also identified as a potential risk factor for anxiety, with personal accomplishment being a potential protective factor against depression and for positive mental well-being. This study provides promising preliminary evidence that if social workers who are experiencing issues with anxiety, depression and mental well-being are supported to reduce feelings of stress, emotional exhaustion, and increase feelings of personal accomplishment, they are likely to experience improvements in their mental health and job performance.