Source: http://www.gallup.com/poll/102943/Republicans-Report-Much-Better-Mental-Health-Than-Others.aspx
"The differences are quite significant, as can be seen. While Democrats are slightly less likely to report excellent mental health than are independents, the big distinctions in these data are the differences between Republicans and everyone else."
Democrats also have a higher probability of having ADHD, anxiety, and being depressed in a 2013 survey (Take any blanket survey with a grain of salt): https://www.buzzfeed.com/annanorth/what-your-politics-say-about-your-mental-health
Other examples of Democrat voters, despite being highly educated, more likely to have psychological issues:
http://www.zerohedge.com/news/2016-06-10/scientific-paper-finds-liberals-uncooperative-hostile-troublesome-socially-withdrawn
http://www.nytimes.com/2012/07/08/opinion/sunday/conservatives-are-happier-and-extremists-are-happiest-of-all.html?_r=0