International migration has become a global phenomenon bringing with it complex and interrelated issues related to the physical and mental well-being of the people involved. This study investigated the mental well-being and factors associated with mental health among Myanmar migrant workers (MMW) in Malaysia. The cross-sectional study was conducted in Penang, Malaysia by using the WHO-5 Well-Being Index Scale (WHO-5) and the Mental Health subscale of 36 items in the Short Form Health Survey (SF-36). Among 192 migrant workers who were understudied, 79.2% had poor mental well-being according to the WHO-5 scale. The duration of stay in Malaysia and without receiving financial aid from their employers despite having a physical illness were significantly associated with poor mental well-being. Mental health support groups should target migrant workers for mental health education and find ways to provide assistance for them. Furthermore, premigration training should be delivered at the country of origin that also provides information on the availability of mental health support in the host country.