Worldwide, about 700 million people are estimated to suffer from mental illnesses. In recent years, due to the extensive growth rate in mental disorders, it is essential to better understand the inadequate outcomes from mental health problems. Mental health research is challenging given the perceived limitations of ethical principles such as the protection of autonomy, consent, threat, and damage. In this survey, we aimed to investigate studies where big data approaches were used in mental illness and treatment. Firstly, different types of mental illness, for instance, bipolar disorder, depression, and personality disorders, are discussed. The effects of mental health on user’s behavior such as suicide and drug addiction are highlighted. A description of the methodologies and tools is presented to predict the mental condition of the patient under the supervision of artificial intelligence and machine learning.