Background: Psychological distress is prevalent and heterogenous. Checking a history of depression may contribute to identifying those who need intensive preventive support, but few studies have examined how different the dysfunction of people with and without a history of depression among those with psychological distress are. The study aimed to compare the two groups in physical health problems, level of social and familial support. Methods: The World Mental Health Japan 2nd Survey (WMHJ2), a cross-sectional, nationally representative face-to-face survey of residents aged 20–75 years old, was conducted from 2013 to 2015. We defined psychological distress as a K6 score of 5 or more. A history of major depressive disorder (MDD) was assessed by the WHO Composite International Diagnostic Interview version 3.0. Multinomial logistic regression analysis was used to examine the associations of sociodemographic characteristics, physical health problems, social support and mental health service use among those with no psychological distress, with psychological distress having no history of MDD, and with psychological distress having a history of MDD, adjusted for sociodemographic characteristics. Results: Unemployment, physical health problems, and lack of social support were much more common among those with psychological distress without a history of MDD than those with no psychological distress, and were largely comparable with those with psychological distress having a history of MDD. Limitations: The relatively low response rate might limit generalizability. Conclusions: The dysfunction in psychological distress without a history of MDD was largely equivalent to that seen in distress with a history of MDD.