An important setting to detect youth mental health problems and provide interventions is the school context, but effective and affordable school‐based interventions are scarce and implementation of the available evidence‐based interventions is limited. In this editorial, we highlight three issues and propose a research agenda. First, we emphasize that many of the mental health interventions currently used in school settings lack a solid evidence base. Second, we outline that high‐quality studies are needed to determine what works, for whom it works and under which circumstances. This includes insight into the most effective intervention elements, subgroups of students who profit more or less from these interventions, and the most effective modes of delivery. These questions should drive our research agenda on school‐based mental health interventions. Finally, while answering these pivotal questions, a collaborative multidisciplinary effort should be made to implement school‐based interventions with a solid evidence base, which involves, among others, studying how this can be done most effectively.