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In a correlational study, objective and subjective quality of life measures were significant in explaining current depression and anxiety symptoms in a sample of 250 people using of a psychiatric probation and parole service. This hierarchical block regression analysis controlled for lifetime diagnoses of depression and schizophrenia using a standardized research diagnostic interview. Future research needs to examine the extent to which depression may be mediated through quality of life indicators to explain criminal recidivism among persons with mental illness in the criminal justice system. Programs and service implications include greater attention to depression and anxiety symptoms among individuals with any serious mental illness diagnosis.