Surveillance of social determinants of health inequalities is an essential but still underdeveloped issue in public health. Existing research has identified unemployment as an important social determinant of health inequalities. This cross-sectional study investigates the impact of unemployment on mental health outcomes among vulnerable groups, using the 2006 Catalonian Health Survey (N=8591). The authors estimate the prevalence ratios and differences (excess of prevalence) for poor mental health in the unemployed and employed, with 95 percent confidence intervals. After taking into account the interactions among social mechanisms of inequality and related factors, the authors identified seven vulnerable groups to monitor. Primary findings indicate that unemployment has a greater adverse effect on the mental health of male manual workers, single mothers, main-earner women, and manual workers without unemployment benefits for both sexes. Findings support the need to devote more research to the surveillance of unemployment as a social determinant of health inequalities, to identify additional unemployment indicators, and to consider how various social mechanisms of inequality interact with each other to produce health inequalities among vulnerable groups.