Single motherhood is known to be distressing, and to be associated with poor mental health. However, less is known about the pathways into and out of single motherhood, or about the mental health trajectories of single mothers. We used total population registry data on Finnish women who experienced the life events of separation (616,762), widowhood (43,355), or child birth (515,756) during the 1995–2018 period while between the ages of 15–64. Single mothers were compared with women who experienced the same life event, but without becoming a single mother. The results for women who separated showed that among single mothers, there was a substantial increase in antidepressant use at the time of separation, and only a moderate decline after separation. Among women who experienced widowhood, those who had underage children initially had lower antidepressant use than women without children, but this gap narrowed in the post-widowhood period. In addition, single women experienced more unfavorable mental health trajectories than partnered women around the time they gave birth. Re-partnering was associated with more favorable mental health among all groups of single mothers. Given the growing prevalence of single-parent households, our results underscore the need for context-specific interventions to support single mothers’ mental health.