The study compared anxiety and depression prevalence between parents and non-parents in a society with family- and parenthood-friendly social politics, controlling for family status and family history, age, gender, education and social class. All participants aged 30–49 (N = 24,040) in the large, non-sampled Norwegian HUNT2 community health study completed the Hospital Anxiety and Depression Scales. The slightly elevated anxiety and depression among non-parents compared to parents in the complete sample was not confirmed as statistically significant within any subgroups. Married parents and (previously unmarried) cohabiting parents did not differ in portraying low anxiety and depression prevalence. Anxiety was associated with single parenthood, living alone or being divorced, while elevated depression was found only among those living alone. Burdening selection and cultural/political context are suggested as interpretative perspectives on the contextual and personal influences on the complex relationship between parenthood and mental health.