This paper examines the relationship between divorce and mental health, with a focus on how this association is stratified by sex, age, and individual income. In particular, we test the hypothesis that divorce at advanced ages (50–59) is particularly harmful for women with insufficient personal earnings. Data is drawn from German register data, which includes marital histories of divorcees and diagnosed health outcomes. The analytical sample includes persons aged 30–59 in 2015 (n = 23,426,639). The outcome is the annual incidence of mental disease diagnosis which is examined from an intersectional approach by drawing on MAIHDA (Multilevel Analysis of Individual Heterogeneity and Discriminatory Accuracy). Our findings indicate that women are at a higher risk of receiving a mental health diagnosis than men. Divorce significantly amplifies this risk. Additionally, low income poses a heightened risk for both women and men, particularly when divorce occurs at advanced ages.