This study investigates the impact of state-level Big Five personality traits on mental health and substance use across U.S. states. Using Rentfrow et al.’s state-level Big Five personality traits dataset and 2012–2013 NSDUH data, we examined Pearson and partial correlations, controlling for socioeconomic and demographic factors. States scoring higher on conscientiousness showed consistently lower levels of mental illness and substance use, reflecting its role in self-regulation and adherence to social norms. Extraversion was linked to lower rates of mental illness and illicit drug use but higher binge drinking. Openness showed a complex pattern, correlating positively with illicit drug use but negatively with tobacco and alcohol consumption, suggesting distinct pathways of risk-taking and conventionality. Associations for Agreeableness and Neuroticism were weaker or inconsistent, with Neuroticism showing minimal links to mental health outcomes by states. These results support the ecological validity of state-level personality traits in shaping public health trends while highlighting the need for multilevel approaches to reconcile differences from individual-level patterns.