Various studies have indicated that unaccompanied minor refugees (UMRs) have a higher risk of suffering from mental health problems than do accompanied minor refugees and general population norm. However, only a few studies provide data on UMRs regarding post-migration risk factors, their interrelations, and their influence on mental health. In this study, system models of post-migration risk factors for mental health and their interactions were developed in the case of Austria. In three consecutive interactive workshops with scientists and practitioners, fuzzy-logic cognitive mapping techniques were used to integrate the experts’ knowledge. The resulting final system model consists of 11 risk factors (e.g., social contacts in the host country, housing situation, or professional health care services). The model provides a deeper insight into the complexity of interrelated direct, indirect, and reciprocal relations, as well as self-reinforcing triads. This systemic approach provides a sound basis for further investigations, taking into account the inherent complex multifactorial dependencies in this topic.