BackgroundThe use of social media data to predict mental health outcomes has the potential to allow for the continuous monitoring of mental health and well-being and provide timely information that can supplement traditional clinical assessments. However, it is crucial that the methodologies used to create models for this purpose are of high quality from both a mental health and machine learning perspective. Twitter has been a popular choice of social media because of the accessibility of its data, but access to big data sets is not a guarantee of robust results.ObjectiveThis study aims to review the current methodologies used in the literature for predicting mental health outcomes from Twitter data, with a focus on the quality of the underlying mental health data and the machine learning methods used.MethodsA systematic search was performed across 6 databases, using keywords related to mental health disorders, algorithms, and social media. In total, 2759 records were screened, of which 164 (5.94%) papers were analyzed. Information about methodologies for data acquisition, preprocessing, model creation, and validation was collected, as well as information about replicability and ethical considerations.ResultsThe 164 studies reviewed used 119 primary data sets. There were an additional 8 data sets identified that were not described in enough detail to include, and 6.1% (10/164) of the papers did not describe their data sets at all. Of these 119 data sets, only 16 (13.4%) had access to ground truth data (ie, known characteristics) about the mental health disorders of social media users. The other 86.6% (103/119) of data sets collected data by searching keywords or phrases, which may not be representative of patterns of Twitter use for those with mental health disorders. The annotation of mental health disorders for classification labels was variable, and 57.1% (68/119) of the data sets had no ground truth or clinical input on this annotation. Despite being a common mental health disorder, anxiety received little attention.ConclusionsThe sharing of high-quality ground truth data sets is crucial for the development of trustworthy algorithms that have clinical and research utility. Further collaboration across disciplines and contexts is encouraged to better understand what types of predictions will be useful in supporting the management and identification of mental health disorders. A series of recommendations for researchers in this field and for the wider research community are made, with the aim of enhancing the quality and utility of future outputs.