As natural experiments, famines provide a unique opportunity to test the health consequences of nutritional deprivation during the critical period of early life. Using data on 4972 Chinese born between 1956 and 1963 who participated in a large mental health epidemiology survey conducted between 2001 and 2005, we investigated the potential impact of exposure to the 1959-1961 Chinese Famine in utero and during the early postnatal life on adult mental illness. The risk of mental illness was assessed with the 12-item General Health Questionnaire (GHQ-12) and eight other risk factors, and the famine impact on adult mental illness was estimated by difference-in-difference models. Results show that compared with unexposed women born in 1963, women born during the famine years (1959-1961) had higher GHQ scores (increased by 0.95 points; CI: 0.26, 1.65) and increased risk of mental illness (OR = 2.80; CI: 1.23, 6.39); those born in 1959 were the most affected and had GHQ scores 1.52 points higher (CI: 0.42, 2.63) and an OR for mental illness of 4.99 (CI: 1.68, 14.84). Compared to men in the 1963 birth cohort, men born during the famine had lower GHQ scores (decreased by 0.89 points; CI: -1.59, -0.20) and a nonsignificant decrease in the risk of mental illness (OR = 0.60; CI: 0.26, 1.40). We speculate that the long-term consequences of early-life famine exposure include both the selection of the hardiest and the enduring deleterious effects of famine on those who survive. The greater biological vulnerability and stronger natural selection in utero of male versus female fetuses during severe famine may result in a stronger selection effect among men than women, obscuring the deleterious impact of famine exposure on the risk of mental illness in men later in life.