Background/Objectives: Even though humor its part of everyday life, only in the last 40 years has Psychology begun to discern its impact on mental health. The aim of this paper is to explore the role that humor styles may have as protectors against anxiety and depression and their relationship with optimism. Method: A sample of 804 participants (M = 39.28; SD = 14.71) was used to analyze the uses of humor, optimism and clinical symptoms of anxiety and depression. In addition, the influence of sociodemographic variables such as sex, geographic location, age and educational level on different uses of humor was studied. Through an analysis of structural equations, the variables that had a protective or facilitating role in depression and anxiety were analyzed. Results: Men and women differ in the use of a more aggressive humor style, and the use of affiliative humor styles decreases with age. The structural equation model indicated a good fit to the proposed theoretical model. Conclusions: Humor is a tool of everyday life and it can act for or against an individual's mental health. (C) 2019 Asociacion Espanola de Psicotogia Conductual. Published by Elsevier Espana, S.L.U.