IntroductionSex work is a common phenomenon, but socially invisible and stigmatized. Due to exposure to work‐related risks, sex workers (SWs) are vulnerable to developing health problems. However, little attention has been paid to their mental health. The purpose of this systematic review was to synthesize the existing literature on mental health and to explore risk factors related to psychopathology in sex workers.MethodsA systematic review (CRD42021268990) was conducted on the Web of Science, PubMed, Scopus, and PsycInfo for peer reviewer papers published between 2010 and 2022. The Newcastle‐Ottawa Scale (NOS) was used to examine the quality of the studies. Of the 527 studies identified, 30 met the inclusion criteria.ResultsMental health problems were prevalent among sex workers. Depression was the most common mental health problem; however, other psychological problems were also high, including anxiety, substance abuse, and suicidal ideation. Sex workers are exposed to numerous work‐related risks, including violence and high‐risk sexual behaviors. Despite the high prevalence of mental health problems, SWs often encounter significant barriers to accessing healthcare services.ConclusionThese results suggest the need to focus on preventive measures to promote psychological well‐being among sex workers.