In South Africa, single-person households were a household type enforced by apartheid legislation, designed to restrict the “influx” of Africans into “white” and typically urban areas of the country. Yet the increase in living alone has been one of the most marked demographic trends of the post-apartheid period. The trend, which has occurred alongside the persistence in individual labor migration patterns and a decline in rates of union formation, has been driven by changes among working-age adults, rather than among older adults. This is the first empirical study to investigate the mental health implications of living alone among all adults in South Africa using national longitudinal data. The data come from five waves of the panel household survey, the National Income Dynamics Study (NIDS), conducted from 2008 to 2017. Information on depressive symptoms was collected from all adults (15 years and older), who were asked the ten questions which make up the Center for Epidemiologic Studies Short Depression Scale (CES-D 10). Adults who lived alone reported significantly higher depression scores than other adults, in the pooled ordinary least squares models, and in the fixed effects model, which controlled for any unobservable, time-invariant differences between the two groups of adults. Vulnerability to depression was moderated by adults’ preferences to continue living in their area of residence (as a measure of their social integration), but the positive relationship remained sizeable and significant across all models. The findings shed light on a further dimension of the migrant labor system in South Africa, which has not received adequate attention in the empirical literature, viz. the mental health implications for adults of solo migration, and they provide further motivation for the provision of affordable and safe family housing in local areas of employment.