This paper reviews empirical studies on whether participating in mutual help groups for people with mental health problems leads to improved psychological and social functioning. To be included, studies had to satisfy four sets of criteria, covering: (1) characteristics of the group, (2) target problems, (3) outcome measures, and (4) research design. The 12 studies meeting these criteria provide limited but promising evidence that mutual help groups benefit people with three types of problems: chronic mental illness, depression/anxiety, and bereavement. Seven studies reported positive changes for those attending support groups. The strongest findings come from two randomized trials showing that the outcomes of mutual help groups were equivalent to those of substantially more costly professional interventions. Five of the 12 studies found no differences in mental health outcomes between mutual help group members and non‐members; no studies showed evidence of negative effects. There was no indication that mutual help groups were differentially effective for certain types of problems. The studies varied in terms of design quality and reporting of results. More high‐quality outcome research is needed to evaluate the effectiveness of mutual help groups across the spectrum of mental health problems.