The increasing adoption of Human Resource (HR) analytics has transformed organisational decision- making by enabling evidence-based workforce management. However, limited empirical research has examined how HR analytics capabilities influence employee mental health, psychological well-being, and employee retention within a unified framework. This study investigates HR Analytics Capabilities (HAC), Employee Mental Health (EMH), Psychological Well-being (PWB), and Employee Retention (ER). The study also explores the direct and indirect correlations between these four factors. The Resource-Based View (RBV), Job Demands–Resources (JD-R) Theory, Conservation of Resources (COR) Theory, and Social Exchange Theory (SET) are the theoretical foundations upon which this work develops and evaluates an integrated conceptual model. A quantitative, cross-sectional research design was adopted, and a structured questionnaire was used to collect primary data from 450 employees working in a variety of industries. SmartPLS 4 was utilised in order to perform the analysis of the data using the Partial Least Squares Structural Equation Modelling (PLS-SEM) technique. According to the findings, HR Analytics Capabilities have a strong positive impact on employees' mental health and psychological well-being, while both variables greatly contribute to employee retention. An additional finding from the mediation analysis is that the relationship between HR Analytics Capabilities and Employee Retention is partially mediated by Employee Mental Health and Psychological Well-being. This finding demonstrates that analytics-driven HR practices improve retention by enhancing employees' psychological health and well-being. The robustness of the proposed framework was confirmed by the measurement and structural models displaying appropriate levels of reliability, validity, predictive relevance, and model fit. The study contributes to HR analytics literature by integrating technological capabilities with employee well-being outcomes and extending established organisational theories within the context of digital human resource management. Practically, the findings suggest that organisations should strategically leverage HR analytics alongside employee-centred well-being initiatives to enhance workforce sustainability, organisational commitment, and long-term employee retention.