Climate change is negatively impacting the mental health of populations. This scoping review aims to assess the available literature related to climate change and mental health across the World Health Organisation’s (WHO) five global research priorities for protecting human health from climate change. We conducted a scoping review to identify original research studies related to mental health and climate change using online academic databases. We assessed the quality of studies where appropriate assessment tools were available. We identified 120 original studies published between 2001 and 2020. Most studies were quantitative (n = 67), cross-sectional (n = 42), conducted in high-income countries (n = 87), and concerned with the first of the WHO global research priorities—assessing the mental health risks associated with climate change (n = 101). Several climate-related exposures, including heat, humidity, rainfall, drought, wildfires, and floods were associated with psychological distress, worsened mental health, and higher mortality among people with pre-existing mental health conditions, increased psychiatric hospitalisations, and heightened suicide rates. Few studies (n = 19) addressed the other four global research priorities of protecting health from climate change (effective interventions (n = 8); mitigation and adaptation (n = 7); improving decision-support (n = 3); and cost estimations (n = 1)). While climate change and mental health represents a rapidly growing area of research, it needs to accelerate and broaden in scope to respond with evidence-based mitigation and adaptation strategies.