This study investigates the association between protected characteristics and inequalities in mental health care in the UK. Multinomial regression was used to model the association between protected characteristics and self-reported distress. Data was extracted from waves 6-10 (2014-2019) of the UK Household Longitudinal Study. Two risk categories were constructed: "undiagnosed distress" referred to a General Health Questionnaire-12 (GHQ-12) score above "caseness" along with no history of mental health diagnosis; "diagnosis without self-report symptoms" referred to a GHQ-12 score consistently below "caseness" within the study time frame but having received a mental health diagnosis. Compared to people without a disability, people with a disability are at considerably greater risk of both undiagnosed distress (Relative risk ratios (RRR) 2.76; Confidence Interval (CI): 2.55, 2.99) and diagnosis without self-reported symptoms (RRR 3.61; CI: 2.80, 4.66). Likewise, women were more likely than men to report undiagnosed distress (RRR = 1.49; CI: 1.38,1.61) or a diagnosis without self-reported symptoms (RRR = 1.38; CI: 1.08, 1.76. Lesbian, gay, and bisexual people are at greater risk of undiagnosed distress compared with heterosexual people (RRR 1.42; CI: 1.19, 1.70). Adults aged 16-24 years were at greatest risk compared to all other age groups. People from a minority ethnic background had a reduced risk of diagnosis without self-report symptoms compared with people from a White ethnic background (RRR 0.34; CI: 0.20, 0.61). Education, employment and income variables moderated some of these associations. This is the first study to examine diagnosis without self-report symptoms alongside undiagnosed distress. Findings suggest that addressing inequality in mental health care requires increased understanding of the needs and strengths within different groups and to provide appropriate forms of social, medical or psychosocial intervention rather than a singular focus on increasing detection, diagnosis and treatment. People with a disability appear to be at greatest disadvantage, requiring greater attention in policy and practice.