We aimed to identify diagnosis-specific/transdiagnostic/transoutcome multivariable candidate predictors (MCPs) of key outcomes in mental disorders. We conducted an umbrella review (protocol link), searching MEDLINE/Embase (19/07/2022), including systematic reviews of studies reporting on MCPs of response, remission, recovery, or relapse, in DSM/ICD-defined mental disorders. From published predictors, we filtered MCPs, validating MCP criteria. AMSTAR2/PROBAST measured quality/risk of bias of systematic reviews/individual studies. We included 117 systematic reviews, 403 studies, 299,888 individuals with mental disorders, testing 796 prediction models. Only 4.3%/1.2% of the systematic reviews/individual studies were at low risk of bias. The most frequently targeted outcome was remission (36.9%), the least frequent was recovery (2.5%). Studies mainly focused on depressive (39.4%), substance-use (17.9%), and schizophrenia-spectrum (11.9%) disorders. We identified numerous MCPs within disorders for response, remission and relapse, but none for recovery. Transdiagnostic MCPs of remission included lower disease-specific symptoms (disorders = 5), female sex/higher education (disorders = 3), and quality of life/functioning (disorders = 2). Transdiagnostic MCPs of relapse included higher disease-specific symptoms (disorders = 5), higher depressive symptoms (disorders = 3), and younger age/higher anxiety symptoms/global illness severity/ number of previous episodes/negative life events (disorders = 2). Finally, positive trans-outcome MCPs for depression included less negative life events/depressive symptoms (response, remission, less relapse), female sex (response, remission) and better functioning (response, less relapse); for schizophrenia, less positive symptoms/higher depressive symptoms (remission, less relapse); for substance use disorder, marital status/higher education (remission, less relapse). Male sex, younger age, more clinical symptoms and comorbid mental/physical symptoms/disorders were poor prognostic factors, while positive factors included social contacts and employment, absent negative life events, higher education, early access/intervention, lower disease-specific and comorbid mental and physical symptoms/conditions, across mental disorders. Current data limitations include high risk of bias of studies and extraction of single predictors from multivariable models. Identified MCPs can inform future development, validation or refinement of prediction models of key outcomes in mental disorders.