Most organizations maintain efforts to adhere to justice principles in order for their employees to feel fairly treated at work. Employees who feel unfairly treated at work are more likely to have lower well-being and develop mental ill-health. This study investigated the relationship between four dimensions of organizational injustice (distributive, procedural, informational and interpersonal injustice) and three dimensions of well-being (anxiety, depression and lack of self-control). Furthermore, it was tested whether these relationships are mediated by insomnia and turnover intentions. A total of 101 employees working within a municipality in southern Sweden participated in this study. Results revealed significant relationships between organizational injustice and well-being and that these relationships were mediated by insomnia and turnover intentions. Some of the direct relationships were still significant after accounting for the two mediators. Insights from this study on the differential role of injustice perceptions on different well-being dimensions could benefit organizations to help them create tailored interventions to promote justice at the workplace. Future research can facilitate this process by deepening/extending knowledge about the role of other factors impacting the relationship between injustice perceptions and well-being.