Infertility affects millions of people globally. Although an estimated 1 in 6 couples in Australia are unable to conceive without medical intervention, little is known about the mental health impacts of infertility. This study investigated how infertility impacts the mental health of women. The study used nationally representative Australian Longitudinal Study on Women's Health (ALSWH) data. We analysed data from survey periods 2-8 conducted every three years between 2000 and 2018 for 6582 women born in 1973-78. We used a Generalised Equation Modelling (GEE) method to investigate the association of primary, secondary and resolved fertility status and psychological distress over time. Multiple measures were used to measure psychological distress: the (1) the mental health index subscale of the 36-item short form survey (SF-36), (2) the Center for Epidemiological Studies Depression Scale (CESD-10), (3) the Goldberg Anxiety and Depression Scale (GADanx) anxiety subscale; and a (4) composite psychological distress variable. About a third (30%) of women reported infertility at any of the survey rounds; a steady increase over 18 years from 1.7% at round 2 to 19.3% at round 8. Half of the women reporting primary or secondary infertility reported psychological distress, with the odds of having psychological distress was higher in women reporting primary (odds ratio (OR) 1.24, 95% confidence interval (CI) 1.06-1.45), secondary (OR 1.27, 95% CI 1.10-1.46) or resolved infertility (OR 1.15, 95% CI 1.05-1.26) compared to women reporting normal fertility status. Women with partners, underweight or higher BMI, smoking, and high-risk alcohol use had higher odds of psychological distress, whereas women in paid work had significantly lower odds of psychological distress (p < 0.001). Diabetes, high blood pressure, asthma, and other chronic physical illness were independently associated with higher odds of psychological distress. Infertility has a significant impact on mental health even after it is resolved. Frequent mental health assessment and a holistic approach to address the lifestyle factors should be undertaken during the treatment of infertility.