The two most common mental disorders are depressive and anxiety disorders with U.S. prevalence estimated at 5.9% and 6.3%, respectively. In this study, the relationship between depression and/or anxiety and work leaves was investigated. Specifically, we examine the influence of depression and/or anxiety on work leaves and work leaves impact on experiencing a new-onset depression and/or anxiety disorder. This study focuses on non-occupational injuries and illness. This is prudent given a higher incidence and cost per covered worker than occupational leaves.