Curiosity is an intrinsic desire to acquire new knowledge and experiences driving exploratory behavior and it appears to play an ambivalent role in relation to mental health. This may be partly due to the diversity of assessment measures employed across the literature. To gain a more holistic understanding of which aspects of curiosity may support or hinder mental health, we investigated the interplay between its multiple facets - using the Five-Dimensional Curiosity Scale Revised (5DCR) - and common aversive mental conditions, including anxiety, depression, obsessive-compulsive behaviors, and cyberaddiction. Adopting a transdiagnostic perspective, we first conducted an exploratory factor analysis to identify core dimensions underlying these conditions. In a second step, we performed a network analysis including the extracted factors and the curiosity subscales. Results revealed that different facets of curiosity were differentially related to mental health outcomes. Particularly, stress tolerance emerged as a central facet, showing the strongest associations with anxiety-depression, compulsive behavior, and problematic media use, and partially acting as a bridge between those dimensions and other facets of curiosity. Additionally, thrill-seeking - through its link to impulsivity - was identified as potentially unfavorable, particularly in its relation to problematic media use. The remaining curiosity facets showed weaker or no direct associations with mental health factors. The study suggests that the ability to tolerate the stress caused by a lack of information and channeling thrill-seeking into constructive activities seem to be key conditions for curiosity to foster learning and growth, rather than to be associated with aversive mental states.