BACKGROUND: There remains a large disparity in the quantity, quality and impact of mental health research carried out in sub-Saharan Africa, relative to both the burden and the amount of research carried out in other regions. We lack evidence on the capacity-building activities that are effective in achieving desired aims and appropriate methodologies for evaluating success. METHODS: AFFIRM was an NIMH-funded hub project including a capacity-building program with three components open to participants across six countries: (a) fellowships for an M.Phil. program; (b) funding for Ph.D. students conducting research nested within AFFIRM trials; (c) short courses in specialist research skills. We present findings on progression and outputs from the M.Phil. and Ph.D. programs, self-perceived impact of short courses, qualitative data on student experience, and reflections on experiences and lessons learnt from AFFIRM consortium members. RESULTS: AFFIRM delivered funded research training opportunities to 25 mental health professionals, 90 researchers and five Ph.D. students across 6 countries over a period of 5 years. A number of challenges were identified and suggestions for improving the capacity-building activities explored. CONCLUSIONS: Having protected time for research is a barrier to carrying out research activities for busy clinicians. Funders could support sustainability of capacity-building initiatives through funds for travel and study leave. Adoption of a train-the-trainers model for specialist skills training and strategies for improving the rigor of evaluation of capacity-building activities should be considered.