•Of n = 563 people who use opioids non-medically in Baltimore, 30% recently (past 6 months) overdosed and 46% reported unmet mental health need.•Unmet mental health need was associated with greater odds of experiencing a recent overdose.•Woman gender played a significant role in the model, with woman gender associated with daily psychological pain and unmet mental health need.•Improving access to mental healthcare for people who use drugs (particularly women) may be an important harm reduction measure to prevent non-fatal overdose. Significant associations exist between psychological pain, unmet mental health need, and frequency and severity of substance use among people who use drugs (PWUD), but no studies have analyzed the relationship of these variables to non-fatal overdose. We conducted a cross-sectional survey of people who used opioids non-medically in Baltimore, Maryland (n = 563) as part of a broader harm reduction-focused evaluation (PROMOTE). The outcome was self-reported recent (past 6 months) non-fatal overdose; exposures of interest were recent self-reported unmet mental health need, experiencing daily “long-lasting psychological or mental pain” (vs. < daily), and daily multi-opioid use (vs. none/one opioid used). Path analysis was used to model direct relationships between these variables, personal characteristics (race, gender, experiencing homelessness, drug injection) and overdose. 30% of the sample had experienced a recent non-fatal overdose, 46% reported unmet mental health need, 21% reported daily psychological pain, and 62% used multiple types of opioids daily. After adjusting for covariates, daily multi-opioid use (aOR = 1.78, p = 0.03) and unmet mental health need (aOR = 2.05, p = 0.01) were associated with direct, significant increased risk of recent overdose. Significant pathways associated with increased odds of unmet mental health need included woman gender (aOR = 2.23, p = 0.003) and daily psychological pain (aOR = 4.14, p = 0.002). In turn, unmet mental health need associated was with greater odds of daily multi-opioid use (aOR = 1.57, p = 0.05). Unmet mental heath need and daily psychological pain are common experiences in this sample of PWUD. Unmet mental health need appears on several pathways to overdose and associated risk factors; improving access to mental healthcare for PWUD (particularly women) expressing need may be an important harm reduction measure.