Background and Objectives: The aim of this study is to present a non-systematic narrative review of the published evidence on the association between mental health and sociodemographic and economic factors at individual- and at area-level. Methods: A literature search of PubMed and Web of Science was carried out to identify studies published between 2004 and 2014 on the impact of sociodemographic and economic individual or contextual factors on psychiatric symptoms, mental disorders or suicide. The results and methodological factors were extracted from each study. Results Seventy-eight studies assessed associations between individual-level factors and mental health. The main individual factors shown to have a statistically significant independent association with worse mental health were low income, not living with a partner, lack of social support, female gender, low level of education, low income, low socioeconomic status, unemployment, financial strain, and perceived discrimination. Sixty-nine studies reported associations between area-level factors and mental health, namely neighbourhood socioeconomic conditions, social capital, geographical distribution and built environment, neighbourhood problems and ethnic composition. Conclusions Most of the 150 studies included reported associations between at least one sociodemographic or economic characteristic and mental health outcomes. There was large variability between studies concerning methodology, study populations, variables, and mental illness outcomes, making it difficult to draw more than some general qualitative conclusions. This review highlights the importance of social factors in the initiation and maintenance of mental illness and the need for political action and effective interventions to improve the conditions of everyday life in order to improve population's mental health.