Abstract Aims Help-seeking for mental health problems is facilitated and hindered by several factors at the individual, interpersonal and community level. The most frequently researched factors contributing to differences in help-seeking behaviour are based on classical socio-demographic variables, such as age, gender and education, but explanations for the observed differences are often absent or remain vague. The present study complements traditional approaches in help-seeking research by introducing a milieu approach, focusing on values and political attitudes as a possible explanation for differences in help-seeking for emotional mental health problems. Methods A representative cross-sectional survey of N = 3,042 respondents in Germany was conducted through face-to-face interviews about past help-seeking for mental health problems, socio-demographic characteristics and values and political attitudes Results Multivariate logistic regression analyses indicated that belonging to a cosmopolitan intellectual milieu group was significantly associated with an increased likelihood of past help-seeking for mental health issues (psychotherapeutic/psychological help-seeking [OR = 2.09, 95% CI: 1.11–3.93, p < 0.05) and primary care (OR = 2.21, 95% CI: 1.15–4.24, p < 0.05]), whereas members of individualist and conservative milieu groups were less likely to report having sought help from a psychotherapist, but not from a general practitioner. Increased odds ratios were also found for a number of socio-demographic variables, such as being aged 26 years and over, a female gender and more than 12 years of formal education. Associations between socio-demographic variables remained significant, and the explained variance of the used models improved considerably when milieu variables were added. Conclusions We discuss how milieu-specific patterns were relevant for explaining differences in mental health service use in addition to socio-demographic factors. It seems promising to consider help-seeking from a milieu perspective to improve disparities in access to and the use of psychotherapy as well as to resource allocation.