A growing body of research implicates inflammation as a potential pathway in the aetiology and pathophysiology of some mental illnesses. A systematic review was conducted to determine the association between parasitic infection and mental illnesses in humans in Africa and reviewed the state of the evidence available. The search focused on publications from Africa documenting the relationship between parasites from two parasite groups, helminths and protozoans, and four classifications of mental illness: mood affective disorders, neurotic and stress-related disorders, schizotypal disorders and unspecified mental illnesses. In the 26 reviewed papers, the prevalence of mental illness was significantly higher in people with parasitic infection compared to those without infection, i.e., 58.2% vs 41.8% (P < 0.001). An overall odds ratio found that the association of having a mental illness when testing positive for a parasitic infection was four times that of people without infection. Whilst the study showed significant associations between parasite infection and mental illness, it also highlights gaps in the present literature on the pathophysiology of mental illness in people exposed to parasite infection. This study highlighted the importance of an integrated intervention for parasitic infection and mental illness.