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In recent years, the mental health of urban residents has become a global concern, and China is no exception to this. Chinese internal migrants are generally considered vulnerable to mental health problems in urban areas. This is because they constantly face mental health challenges in their host cities, including a disadvantaged socioeconomic status, social exclusion, and the institutional barriers caused by hukou, the Chinese household registration system. While studies have identified a number of factors that threaten the mental health of migrants in China, many studies have implicitly assumed that migration is a personal characteristic represented by hukou status. Because of this assumption, migrants’ experiences during their migration journeys over space and time—such as the experience of geographical and social environment differences in places before and after migration—have been neglected. To fill this gap, the research underlying this dissertation adopted a systematic approach to investigate the individual and environmental determinants of mental health for Chinese migrants. Based on survey data collected between January and April 2017 in Shenzhen, this dissertation provides evidence that such determinants as sociodemographics and neighborhood physical and social environments have an impact on migrants’ mental health. In addition, both the migration experience represented by the migration trajectory and neighborhood experiences in pre- and post-migration places are associated with migrants’ mental health in host cities. This dissertation re-conceptualizes migration as a series of residential moves associated with life events over space and time. Individual and environmental characteristics at different life stages (pre- and post-migration) play significant roles in shaping migrants’ mental health in host cities.