OBJECTIVE: Information on mental health and substance use challenges among gay, bisexual, and other MSM (GBMSM) is needed to focus resources on these issues and optimize services for HIV prevention and care. We determined factors associated with depressive symptoms and problematic alcohol and other substance use among GBMSM in Kenya. METHODS: Self-identified GBMSM in three HIV research studies in Kenya provided information on depressive symptoms [Patient Health Questionnaire 9 (PHQ-9)], alcohol use [Alcohol Use Disorder Identification Test (AUDIT)], and other substance use [Drug Abuse Screening Test 6 (DAST-6)]. Associations were evaluated using mixed effects Poisson regression. RESULTS: Of 1476 participants, 452 (31%) reported moderate-to-severe depressive symptoms (PHQ-9 ≥ 10), 637 (44%) hazardous alcohol use (AUDIT ≥ 8), and 749 (51%) problematic substance use (DAST-6 ≥ 1). Known HIV-positive status was not associated with these outcomes. Transactional sex was associated with hazardous alcohol use [adjusted prevalence ratio (aPR) 1.34, 95% confidence interval (CI) 1.12-1.60]. Childhood abuse and recent trauma were associated with moderate-to-severe depressive symptoms (aPR 1.43, 95% CI 1.10-1.86 and aPR 2.43, 95% CI 1.91-3.09, respectively), hazardous alcohol use (aPR 1.36, 95% CI 1.10-1.68 and aPR 1.60, 95% CI 1.33-1.93, respectively), and problematic substance use (aPR 1.32, 95% CI 1.09-1.60 and aPR 1.35, 95% CI 1.14-1.59, respectively). CONCLUSION: GBMSM in rights-constrained settings need culturally appropriate services for treatment and prevention of mental health and substance use disorders, in addition to human rights advocacy to prevent abuse. Mental health and substance use screening and treatment or referral should be an integral part of programs, including HIV prevention and treatment programs, providing services to GBMSM.