This work identifies major areas of knowledge and proposes a set of relevant dimensions by area that must be taken into account in the design and delivery of context-aware mobile applications for mental health interventions. We argue that much of the related research has focused only on a few dimensions, paying little or no attention to others and, most importantly, to potential relationships between them. Our belief is that the improvement of the effectiveness of mobile interventions to support mental health necessarily implies that developers and therapists comprehensively consider the interaction between the proposed dimensions. Taking as a starting point the three areas of knowledge (Technology, Context, and Mental Health), we re-examine each area to identify relevant dimensions, discuss the relationships between them and finally draw a series of considerations. The resulting considerations can help therapists and developers to devise, design, and generate custom mobile applications in a way that increases the motivation and engagement of patients and, therefore, the effectiveness of psychological treatments.