When Freelancers Union founder Sara Horowitz created a health plan for independent workers, a top concern of her members was access to mental health care. “You work with coal miners and you learn everything there is about black lung,” Horowitz told the Village Voice last week. “You work with freelancers and you learn about depression.”

Is it true that those of us who make our own hours (I’m one of them these days) are more prone to the blues? It’s a depressing thought.

Job satisfaction or dissatisfaction has been shown for decades to have a strong impact on mental and physical health. National polls on the topic show the self-employed are least likely to report themselves as “thriving,” at 14 percent–compared to 22 percent for the unemployed!

Here are five ways working alone can contribute to anxiety, depression, and burnout.

1. Who’s the boss?

Psychologists identify two major dimensions of job stress: the sheer demands of the job and autonomy or control. A job that has high demands and long hours–say, CEO–can still be very satisfying because of the ability to make decisions and control one’s time.

Autonomy is a major draw of freelancing: the ability to make your own hours, make your own decisions, and balance work with family. Yet according to several studies, “Overall, self-employment was found to be associated with relatively few mental health benefits,” as a 2004 Australian study put it. Men in the study had no health benefit, while self-employed women actually had worse health than women with more traditional jobs. A second, American focusing on women from 2002 found that whether you were self-employed or not had no direct influence on mental health, and self-employment didn’t even benefit work-family balance for most women.

How can this be? Well, maybe autonomy is less important than other factors that negatively affect freelancers. Or it could be the definition of autonomy is slippery. A lot of people choose self-employment only to find themselves at the mercy of clients and customers rather than bosses, with overlapping rather than coordinated deadlines and a feast-or-famine rhythm.

2. The work/home blur.

In one study of Dutch self-employed workers, the sheer number of hours worked didn’t cause negative effects. But another dimension of what the researchers termed “workaholism” was the inability to separate work and home. People who couldn’t stop thinking about work or checking their email at the dinner table reported more aches and pains, more exhaustion, and felt that they were doing a worse job. When you work from home, obviously, it’s especially difficult to leave your work at work.