Objective Jockeys compete in a sport, horseracing, renowned for its physical and psychological demands. Previous research has identified that common mental disorders (CMDs) may be prevalent among this unique population of athletes. The aim of the present study was to further explore the prevalence of CMDs among jockeys and to test for associations with potential risk factors. Methods An anonymous survey was distributed to professional jockey online. Self-report screening tools for four CMDs (psychological distress, depression, generalized anxiety, and adverse alcohol use) were included alongside predictor variables from questionnaires assessing for burnout, career satisfaction, social support, and the contemplation of retirement. Binary logistic regression was used to explore associations between CMDs (present versus not present) and risk factors. Eighty-four professional jockeys completed the questionnaire (response rate = 52%). Results In total, 79% of jockeys met the threshold for at least one CMD. Prevalence (%) of CMD varied as follows: adverse alcohol (61%), depression (35%), generalized anxiety (27%), and psychological distress (19%). Burnout, career (dis)satisfaction, lower levels of social support, and the contemplation of retirement increased the odds of meeting the criteria for CMDs. Conclusion The findings indicate that jockeys report CMD symptoms at comparable rates to athletes in other sports. The study was the first to highlight potential risk factors as predictors of CMDs among jockeys, including burnout, career satisfaction, and the current contemplation of retirement. Screening tools for the risk factors demonstrated may, therefore, provide useful in the early identification of CMDs among jockeys. The development of jockey-specific assessment tools, education programmes, and interventions may help better understand and support the mental health of jockeys.