The psychosocial problems and mediators of mental health were investigated in an adult sample of 74 Malawian returnees. A semi-structured interview indicated a number of specific problems facing the returnees, including reclaiming land, discrimination and disappointed expectations. A demographic questionnaire, the Coping Strategy Indicator, the Harvard Trauma Questionnaire, and the Generalised Self-Efficacy Scale were used to identify potential mediating factors on mental health as measured by the Self Reporting Questionnaire and number of visits to a doctor/healer in the last year. Stepwise Regression analysis revealed that number of trauma events experienced, generalised self-efficacy and gender were significant predictors of mental health. However, there was no significant relationship between the measures of coping strategies and mental health. These results are discussed in relation to theories of stress, learned helplessness, and the possibility of facilitating returnee reintegration. The importance of contextualising the aims and instruments of research is emphasised.