BACKGROUND: To improve health services, social, economic and health data should be shared and linked to create a full narrative of lived experience. Mental health data sharing is often considered a particularly sensitive area. OBJECTIVE: To assess mental health service users' perceptions regarding the current practice of administrative data-driven research. METHOD: We conducted a focus group using case study scenarios. Themes and subthemes were analysed using qualitative methods. RESULTS: Participants were generally happy for data owners to share their health, social and economic data if the purpose was transparent and if the information would inform and improve health policy and practice. Participants were less keen on sharing data through digital applications. CONCLUSION: This case study informs a data linkage study protocol. Research teams and database owners should strive to educate service users on data protection and create dissent opportunities.