Mercury (Hg) anomalies in sedimentary rocks have been increasingly used in paleoclimatology studies for tracing volcanic signals, as Hg emissions from volcanic activity can cause contemporaneous sedimentary Hg enrichment. However, non-volcanic sedimentary controls on Hg have clear potential to mask these signals. These factors include host phase variability linked to environmentally controlled sourcing and settling changes, and/or variable preservation conditions associated with weathering, oxidation and diagenesis. Such factors can limit the efficacy of Hg as a paleo-volcanism proxy. In this study, sedimentary effects on Hg concentration within a complex depositional system in southwest England (St. Audrie's Bay) across the end-Triassic have been analyzed, together with published data from coeval end-Triassic sections globally – an interval of time coeval with the Central Atlantic Magmatic Province (CAMP). Our statistical analysis of Hg and associated geochemical data highlights significant fluctuations in sedimentary Hg due to relative supply differences in Hg and host phases, as well as the changing types and preservation conditions of host phases. End-Triassic sections globally show a consistent undersupply of Hg relative to organic matter across the end-Triassic mass extinction (ETME). To better assess the magnitude and significance of possible Hg enrichments in sedimentary rocks, we present a statistical method for quantifying Hg anomalies to robustly distinguish Hg variations linked to host phase/depositional changes from paleo-volcanism. Our method supports the existence of transient but asynchronous Hg anomalies linked to volcanism from the CAMP across the end-Triassic in most global sections, albeit not in the St. Audrie's Bay section.