Mental health and work stress among 344 clerical (and secretarial) workers and 185 executives (96 managers and 89 executives) in Hong Kong was studied. No overall difference was found between clerical workers and executives in mental health and coping ability when sex was controlled for. Clerical workers, however, reported fewer interests, more problems in accepting others' values, and more dissatisfaction with work context. Female managers/executives were shown to be a high risk group, reporting more problems in mental health, coping, and work context than their male counterparts. Mental health was strongly associated with each of the work stress factors studied. A significant interaction between sex and nature of job was noted in predictors of mental health. The interaction of coping, context, and mental health is discussed.