Future-oriented concepts have been shown to link to various mental illnesses. Given the tendency for mental illnesses to co-occur, and enhancing future-oriented mental process and functions are adopted as intervention strategies, there is a necessity to better understand the specific links between the dimensions of future-oriented mental process and general versus specific mental illnesses. This study was among the first to examine the transdiagnostic and disorder-specific associations between future self-connectedness/self-valence and mental illnesses. Bifactor analysis was utilised in z-proso wave 8 data (N=1180, age=20), the two core dimensions of future mental process. Bifactor analysis was based on the mental illness structure identified via a calibration and validation approach, which was suggested as the optimal operation. Symmetry bifactor analysis yielded insufficient support for a p-factor, therefore, further analyses were explored and an S-1 bifactor analysis achieved the best model fit. In a structural equation model, S-1 bifactor model yielded evidence that future self-valence and self-connectedness both negatively correlated with internalising, ADHD, psychosis-like symptoms, and substance use. These findings supported transdiagnostic process and potential intervention strategies of these future-oriented dimensions. However, they were associated via separate paths with ADHD, internalising symptoms, psychosis and substance use, rather than via a shared psychopathological process.