Mental disorders threaten the chances of finishing secondary school and can hinder the school-to-work transitions of afflicted youths. Earlier onset depression predicts the chronicity, recurrence, and severity of episodes throughout life. Using rich, objective mental health data and a battery of variables covering personal and family characteristics, we investigate the impact of Norway's vocational rehabilitation programmes on youths aged 18-23 who are registered as unemployed. Our results indicate that the impact vary with mental health in adolescence, a variable often unavailable in such analyses. Separate analyses for age group 19-21 and 20-23 show that the younger ones with previous diagnosed mental disorders were likely to pursue further education after participating in programmes providing work practice; those with no earlier diagnosed mental disorders were prone to pursue ordinary education after completing a training programme. For the older age cohorts, aged 20-23, vocational rehabilitation programmes seem counterproductive, irrespective of programme type and of whether they were diagnosed with mental health problems in adolescence or not.