That's true of usage in a medical context. They mean the same thing though, and in some contexts they could both be used. "Police investigators are trying to work out the suspect's mental state/state of mind at the time of the crime." This covers both 'normal' and pathological mental states.No. "State of mind" could just mean that he is sad, happy, worried, concerned, anxious, ecstatic etc. His "mental state" suggests something far more clinical, such as schizophrenic, bi-polar, depressed, manic.