A large body of research has established that combat has negative effects on the mental health of soldiers, resulting in PTSD and a wide range of related mental health problems. However, very little research examines what effects non-combat military service may have on the mental health of men. Using data from the National Longitudinal Survey of Youth (NLSY79) we show that men who serve on active duty, and do not see combat, are less likely to experience depressive symptoms than their nonveteran and reserve duty counterparts, although this effect tends to dissipate after discharge from the military. We suggest several mechanisms through which active duty military service may act to reduce the likelihood of developing depressive symptoms.