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Background: Research on the impact of post-migration experiences on the mental health of migrant populations has shown a predictive link between post-migration living difficulties and psychological distress. While many studies have focussed on refugees and asylum seekers, there is a considerable gap in the literature concerning undocumented migrants. Aims: The aim of this study was to assess the differences in mental health between documented and undocumented migrants in Belgium. It identified the post-migration difficulties encountered by these two groups and measured their impact on their levels of trauma, resilience, anxiety, depression and their assumptive world. Method: This study involved 69 participants, aged 18 to 68 years, who were either documented or undocumented resident in Belgium. Our data collection included the Post-Migration Living Difficulties Checklist for the measurement of post-migration difficulties, the Posttraumatic Stress Disorder Checklist – DSM-V version for the measurement of trauma, the World Assumptions Questionnaire for the measurement of the assumptive world, the Hopkins Symptom Checklist-25 for the measurement of depressive and anxiety disorders and the Adult Resilience Measure – Revised for the measurement of resilience. Results: Our analyses showed that the mental health of undocumented migrants was poorer than that of documented migrants, with higher levels of trauma, anxiety and depression, a more negative assumptive world, a lower sense of control and lower total and personal resilience. Our results also revealed that post-migration living difficulties were more severe and more numerous for undocumented migrants, and that they were associated to different themes in both groups. Conclusions: The fact that post-migration experience plays such an important role in the mental health of migrant populations raises significant clinical, political and societal considerations. Furthermore, it would appear that undocumented migrants represent a distinct migratory group with their own specificities in terms of migration journey and mental health.