STUDY OBJECTIVE: The concept of social capital has influenced mental health policies of nations and international organisations despite its limited evidence base. This papers aims to systematically review quantitative studies examining the association between social capital and mental illness. DESIGN AND SETTING: Twenty electronic databases and the reference sections of papers were searched to identify published studies. Authors of papers were contacted for unpublished work. Anonymised papers were reviewed by the authors of this paper. Papers with a validated mental illness outcome and an exposure variable agreed as measuring social capital were included. No limitations were put on date or language of publication. MAIN RESULTS: Twenty one studies met the inclusion criteria for the review. Fourteen measured social capital at the individual level and seven at an ecological level. The former offered evidence for an inverse relation between cognitive social capital and common mental disorders. There was moderate evidence for an inverse relation between cognitive social capital and child mental illness, and combined measures of social capital and common mental disorders. The seven ecological studies were diverse in methodology, populations investigated, and mental illness outcomes, making them difficult to summarise. CONCLUSIONS: Individual and ecological social capital may measure different aspects of the social environment. Current evidence is inadequate to inform the development of specific social capital interventions to combat mental illness.