This study explores the spatial relationship between frequent physical distress (FPD) and socioeconomic as well as health-related factors across the contiguous United States. FPD, defined as having 14 or more physically unhealthy days within the past month, serves as an important measure of overall population health. While many studies have examined the causes of mental distress, research on the geographic variation and social context of physical distress remains limited. Using data from 2,673 U.S. counties, we analyzed how socioeconomic conditions and health indicators relate to FPD at both national and local levels. Ordinary Least Squares (OLS) multivariate regression model was first used to assess general associations, followed by Geographically Weighted Regression (GWR) and Multiscale Geographically Weighted Regression (MGWR) to identify spatially varying and scale-dependent relationships. Comparing the GWR and MGWR results revealed that several predictors of FPD operate at different spatial scales, reflecting local heterogeneity in health outcomes. Counties in the southeastern United States, particularly those with higher levels of socioeconomic disadvantage and poorer health conditions, showed elevated FPD rates. These findings highlight the importance of accounting for spatial context when addressing physical distress and suggest that locally tailored public health strategies may be more effective than uniform national approaches.