Major Depressive Disorder (MDD) and Generalized Anxiety Disorder (GAD) pose significant burdens on individuals and society, necessitating accurate prediction methods. Machine learning (ML) algorithms utilizing electronic health records and survey data offer promising tools for forecasting these conditions. However, potential bias and inaccuracies inherent in subjective survey responses can undermine the precision of such predictions. This research investigates the reliability of five prominent ML algorithms—a Convolutional Neural Network (CNN), Random Forest, XGBoost, Logistic Regression, and Naive Bayes—in predicting MDD and GAD. A dataset rich in biomedical, demographic, and self-reported survey information is used to assess the algorithms’ performance under different levels of subjective response inaccuracies. These inaccuracies simulate scenarios with potential memory recall bias and subjective interpretations. While all algorithms demonstrate commendable accuracy with high-quality survey data, their performance diverges significantly when encountering erroneous or biased responses. Notably, the CNN exhibits superior resilience in this context, maintaining performance and even achieving enhanced accuracy, Cohen’s kappa score, and positive precision for both MDD and GAD. This highlights the CNN’s superior ability to handle data unreliability, making it a potentially advantageous choice for predicting mental health conditions based on self-reported data. These findings underscore the critical importance of algorithmic resilience in mental health prediction, particularly when relying on subjective data. They emphasize the need for careful algorithm selection in such contexts, with the CNN emerging as a promising candidate due to its robustness and improved performance under data uncertainties.