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Background and Aims Existing research on mental health comorbidities of youth e-cigarette use is subject to confounding bias and reverse causality. This study aimed to measure the effects of e-cigarette use on youth mental health, using e-cigarette minimum legal age (MLA) law in Canada as a natural experiment. Design We used difference-in-differences (DD), difference-in-differences-in-differences (DDD) and two-sample instrumental variables (TSIV) methods. Setting Data were from nationally representative Canadian Community Health Surveys 2008–2019 and Canadian Student Tobacco Alcohol and Drugs Surveys 2008–2019. Participants The study sample comprised of respondents aged 15 to 18 (in DD analysis; n = 33 858) and aged 15 to 24 (in DDD analysis; n = 78 689). Measurements Primary outcomes were self-reported mood disorders and anxiety disorders. Secondary outcomes were cannabis use, illicit drug use, cigarette use and strength of peer relationships at schools. Findings After the e-cigarette MLA laws, risks of mood disorders declined by 1.9 percentage points (95% CI, 0.0–3.8; P = 0.05) in the DD analysis and by 2.6 percentage points (95% CI, 0.2–5.0; P = 0.03) in the DDD analysis. For anxiety disorders, while the DD estimate was negative but imprecisely estimated, the MLA law reduced risks of anxiety disorder by 3.6 percentage points (95% CI, 0.9–6.2; P = 0.01) in the DDD analysis. Youths in provinces with MLA laws were also less likely to report cannabis use and illicit drug use and more likely to feel being part of schools. TSIV analysis indicates that youth e-cigarette use increased the likelihood of mood and anxiety disorders by 44% and 37%, respectively. Conclusion and Relevance In Canada, the e-cigarette minimum legal age law appears to have reduced risks of mood and anxiety disorders, lowered substance use and improved peer relationships at schools. Combined with previous evidence of lower e-cigarette use following the minimum legal age law, our findings indicate that youth e-cigarette use increases risks of mood and anxiety disorders.