The intuitive importance of location as a determinant of life chances1,2 contrasts with growing evidence of little or no variation in the prevalence of the most common mental disorders (CMD), anxiety and depression, across small and mid-sized areas—particularly after adjusting for the characteristics of individual residents.3–9 The study by Henderson and her colleagues,10 based on an urban US sample confirms this. By contrast, larger area level effects are found for psychotic illnesses (such as schizophrenia) and more severe forms of depression.11–15 Should we conclude that place doesn’t matter for the most CMD, or are there alternative explanations for these negative findings?