Age, gender, marital status, education attainment, employment status, and environmental setting explain different amounts of variance in psychological well-being and mental health. Inconsistent findings are reported for the socio-demographic variables in psychological well-being depending amongst others on the definition and measurement of well-being, context and the nature of the population. The present study explored the association of socio-demographic variables in an African context using two models that conceptualise and measure well-being as a holistic integrated and complex construct, namely the General Psychological Well-being model (GPW) and the Mental Health Continuum model (MHC). The study was conducted among an African sample in the North West Province of South Africa. A sample of 459 male and female Setswana-speaking adults from rural and urban areas completed measures of general psychological well-being and the mental health continuum. Descriptive statistics, correlations, cross-tabulations and regression analyses were computed. Findings indicate that socio-demographic variables play a role in determining holistic psychological well-being in a South African Setswana-speaking community. Urban living, employment, education and being married were associated with higher psychological well-being. Rural or urban environmental setting, followed by employment status, accounted for the greatest variance in psychological well-being measures. Age and gender were not significantly associated with well-being. The findings suggest that the current state of African rural living is detrimental to well-being. Through employment being an index of socio-economic status, the unemployed experience poor well-being. Future research efforts to explore the mechanisms of these relationships, and context-relevant intervention programmes are recommended.