As awareness of mental health increases worldwide, how to improve mental health has begun to be discussed in many countries. Stress is known to cause diverse physical and mental health problems, including psychopathologies. On the other hand, our previous studies identified that self-compassion, kindness and understanding towards oneself are key components for good mental health in many populations, including Japanese workers. The government reports that Japanese workers suffer from high rates of mental health problems. However, the mechanism of how self-compassion helps their mental health remains to be evaluated. Accordingly, this study aimed to elucidate how self-compassion intervenes in pathways from stress to psychopathologies, namely depression and anxiety. One hundred and sixty-five Japanese workers completed an online survey regarding self-compassion, depression, anxiety and stress. Correlation and path analyses were conducted. These four variables were significantly inter-related. While self-compassion mediated the pathway from stress to depression, it did not mediate the pathway from stress to anxiety. These exploratory insights assist in understanding the mechanism of how self-compassion improves mental health and inform effective methods to implement self-compassion interventions to the Japanese workforce.