The migration journey and mental health: Evidence from Venezuelan forced migration

•Using migration of Venezuelans to Peru as a case example, we surveyed migrants on mental health and migration factors at the Ecuador-Peru border.•Pre-migration: No factors associated with anxiety; choosing Peru for safety or expected respect for Venezuelans increased odds of depression.•Migration: Walking and education increased odds of anxiety; choosing Peru decreased odds of anxiety; being pregnant increased odds of depression.•Link between migration factors and mental health is concerning, as the associated distress may influence post-migration mental health.•More work is needed to understand the influence of the journey on the mental health outcomes of migrants over time.