<p>This study examines the relationship between frequent mental distress (FMD) and fine particulate matter (PM2.5) air pollution. FMD, characterized by 14 or more mentally unhealthy days in a month, Has been increasingly linked to environmental factors, but the impact of air pollution on mental health remains understudied. We have examined total 2,648 contiguous U.S. counties with air pollution data to access whether there is a significant association between frequent mental distress and PM 2.5. We employed hierarchical multivariate regression and complex sample general linear modeling (CSGLM) to deepen understanding of the factors influencing mental distress, with a particular focus on geographic variation. Moreover, we conducted a geographically weighted regression (GWR) to examine the spatially varying association between FMD and PM2.5 after accounting for several well-established confounding factors. This study found that a stronger positive association between FMD and PM2.5 was detected in areas of the southeastern regions, especially in West Virginia, Virginia, and Kentucky. Other confounding factors ranged from positive to negative across the United States, implying some geographic clustering. The study underscored the need for integrated public health approaches to mitigate air pollution and improve mental well-being. Further research should explore biological mechanisms underlying this association and consider regional differences in air quality exposure.</p>