There have previously been mixed reports on whether the rural or urban living was more beneficial.
Some studies showed higher rates of depression and suicides in urban areas, while others raised concerns over the effects of rural isolation.
But this British Journal of Psychiatry study found people in the countryside do have slightly better mental health.
Rates of both newly diagnosed and existing mental health problems were found to be lower in rural areas.
And those who did have a common mental health problem, such as anxiety or depression, had a higher chance of remission if they lived in a less densely populated area.
The researchers looked at data for 7,659 adults in England, Wales and Scotland, taking into account factors such as age, marital status, employment, financial strain and physical health problems. Rural residents had slightly better mental health than non-rural counterparts."
The researchers said the effect of geographical location on people's mental health was not influenced by socio-economic status, employment status or household income.
Dr Weich added: "The effect of geography is a very modest one, but the main factors are likely to be social - especially interpersonal relationships and perceptions of safety."
However, the researchers said that although they took into account the number of people living in a household, and therefore whether or not people lived alone, they were not able to control for other factors that may affect mental health.
This included areas such as social support, access to transport and healthcare and the stigma associated with mental health problems.
They added: "Further research is needed to better understand these differences, and how these might affect individuals' mental health."
Many of the highest risk professions for suicide rates are related to agriculture - farmers, rural vets, stable workers - and incidences of stigma and discrimination are often high in rural areas."
He added: "Unfortunately these cultural and geographical factors mean that the extent of mental health problems in the countryside is likely to be hidden - both unreported and undiagnosed."
In prehistoric times, the physical changes in response to stress were an essential adaptation for meeting natural threats. Even in the modern world, the stress response can be an asset for raising levels of performance during critical events such as a sports activity, an important meeting, or in situations of actual danger or crisis.
If stress becomes persistent and low-level, however, all parts of the body's stress apparatus (the brain, heart, lungs, vessels, and muscles) become chronically over- or under-activated. This may produce physical or psychologic damage over time. Acute stress can also be harmful in certain situations.
Psychologic Effects of Stress
Studies suggest that the inability to adapt to stress is associated with the onset of depression or anxiety. In one study, two-thirds of subjects who experienced a stressful situation had nearly six times the risk of developing depression within that month.
Some evidence suggests that repeated release of stress hormone produces hyperactivity in the hypothalamus-pituitary-adrenal axis and disrupts normal levels of serotonin, the nerve chemical that is critical for feelings of well-being. Certainly, on a more obvious level, stress diminishes the quality of life by reducing feelings of pleasure and accomplishment, and relationships are often threatened.
Nevertheless, some stress may be beneficial. For example, although some research has suggested that stress may be a risk factor for suicide, a 2003 study found a higher risk for suicide in women reporting both low and very high stress. Those with moderate stress levels, however, had the lowest risk.
The effects of mental stress on heart disease are controversial. Stress can certainly influence the activity of the heart when it activates the sympathetic nervous system (the