The aim of the present study was to investigate the association between work-related moral stress, moral climate and moral sensitivity in mental health nursing. By means of the three scales Hospital Ethical Climate Survey, Moral Sensitivity Questionnaire and Work-Related Moral Stress, 49 participants’ experiences were assessed. The results of linear regression analysis indicated that moral stress was determined to a degree by the work place’s moral climate as well as by two aspects of the mental health staff’s moral sensitivity. The nurses’ experience of ‘moral burden’ or ‘moral support’ increased or decreased their experience of moral stress. Their work-related moral stress was determined by the job-associated moral climate and two aspects of moral sensitivity. Our findings showed an association between three concepts: moral sensitivity, moral climate and moral stress. Despite being a small study, the findings seem relevant for future research leading to theory development and conceptual clarity. We suggest that more attention be given to methodological issues and developing designs that allow for comparative research in other disciplines, as well as in-depth knowledge of moral agency.