Incarcerated female offenders have poorer mental health states compared to the general population. The present study set out to determine the levels of depression, anxiety and stress experienced by imprisoned female offenders. Through survey methods, quantitative data was obtained from 64 female offenders incarcerated at a correctional centre in Gauteng, South Africa. The questionnaire consisted of a biographical section and the Depression, Anxiety and Stress Scale. The majority of respondents reported normal to moderate levels of depression (69.8%), anxiety (68.3%) and stress (74.2%). Nearly one in three respondents showed severe to extremely severe levels of depression (30.2%) and anxiety (31.8%). Unemployment prior to incarceration, having used illegal substances in the past, previous conviction and the duration of the prison sentence showed a significant correlation (p<0.05) with depression, anxiety and stress. It appears that some situations in prison promote anxiety since more than half of respondents (57.8%) identified with the statement “I found myself in situations that made me so stressed that I was most relieved when they ended”. The greater part of respondents had relatively high levels of education which could in part explain the results of the survey.