Women aged 16-24 have "significantly lower" levels of mental wellbeing compared to other age groups, according to annual health figures.
The Scottish Health Survey found levels of mental wellbeing for all other age groups were similar, with little difference between men and women.
Women in the 16-24 age group also reported higher levels of self-harm - 23% compared to 18% of men.
Five thousands adults and 1,421 children were surveyed for the report.
The annual figures examined health, alcohol and tobacco intake, diet and physical activity. Those surveyed were also asked about cardiovascular conditions and diabetes, as well as injuries and accidents.
Scottish Heath Survey 2015
Other findings include:
- Poor health strongly associated with living in deprived areas
- More Scots keeping at least some of their natural teeth
- Binge drinking declining, as is overall consumption of alcohol
Researchers also found that the proportion of children exposed to smoke in the home reduced from 11% in 2014 to 6% in 2015.
The Scottish government's target was to reduce exposure to 6% by 2020.
Public Health Minister Aileen Campbell said: "It's tremendous news that we've seen such a dramatic reduction in the number of children exposed to second-hand smoke in the home - meeting our target five years ahead of time.
"We launched our Take it Right Outside campaign because we know how harmful these chemicals can be for children's lungs."
Ms Campbell said she was also pleased to see the health survey report an increase in the proportion of children at a healthy weight.
She added: "However, I recognise we have much more work to do to improve Scotland's public health. Many of these indicators are static, or not improving as quickly as we want.
"This government is committed to bringing forward new strategies for obesity, mental health, oral health and alcohol. We also remain committed to introducing minimum unit pricing to tackle the damage which high strength low cost alcohol causes in our communities."
Despite the higher proportion of children at a healthy weight, Cancer Research UK said the number of young people overweight or obese in Scotland was still "shocking".
Prof Linda Bauld, the charity's cancer prevention expert at the University of Stirling, said: "This is a huge worry for the health of the nation. If left unchecked, obesity will lead to a rising tide in ill-health, including cancers, and become a crippling burden on the NHS.
"The Scottish government must take steps to protect youngsters from being bombarded by junk food marketing on TV, as well as the barrage of supermarket multi-buy offers on sugar and fat-laden food and drinks."
The Scottish Conservatives said the report exposed the SNP's "abject failure" to improve the health of Scots, with no change in diet, exercise or mental health since 2007.
The party's sport spokesman Brian Whittle, said: "There is one very clear message from this report - the SNP has failed on health.
"It has been in sole charge of the brief for almost 10 years now, and in that time its initiatives, announcements and education programmes have failed."
Scottish Labour's inequalities spokeswoman Monica Lennon said: "It's appalling that young women in Scotland have significantly lower levels of mental health, with almost a quarter having self-harmed.
"The Scottish Health Survey also reveals a postcode lottery with children and young people in the most deprived communities more likely to have lower levels of good mental health."
The Scottish Liberal Democrats said the increase in the number of adults reporting symptoms of depression underlined the need for "transformational investment" in mental health service provision.
"We urgently need a step-change in the way we treat mental health, starting with a new strategy and record levels of funding," said the party's health spokesman, Alex Cole-Hamilton.