Background <p>Anxiety and depression are significant public health concerns influenced by socio-economic factors. This study investigates the associations between socio-economic variables and levels of anxiety, mental health knowledge, and depression in a sample of 425 Lebanese adults.</p> Methods <p>A cross-sectional study was conducted using validated self-reported questionnaires to assess anxiety, depression, and mental health knowledge. Bivariate analyses were performed to examine correlations between socio-economic and paramedical factors and mental health outcomes.</p> Results <p>The mean mental health knowledge score was 51.83 ± 11.22. The average depression score was 10.0 ± 7.22), and the average anxiety score was 9.46 ± 6.06). Moderate to severe depression was observed in 41.4% of participants, and moderate to severe anxiety in 36.6%. Adverse employment changes, low income, and low education levels were significantly associated with higher levels of anxiety and depression (<i>p</i> &lt; 0.001). Individuals with middle income and higher education had significantly better mental health knowledge. Interestingly, high-income individuals had lower knowledge scores.</p> Conclusion <p>Socio-economic status plays a crucial role in shaping mental health outcomes, with financial insecurity and unemployment emerging as key risk factors for anxiety and depression. Strengthening mental health education, particularly among socio-economically disadvantaged groups, and promoting workplace mental health awareness programs could help mitigate these effects.</p>