Brain disorders are characterised by impaired cognition, mood alteration, psychosis, depressive episodes, and neurodegeneration, and comprise several psychiatric and neurological disorders. Clinical diagnoses primarily rely on a combination of life history information and questionnaires, with a distinct lack of discriminative biomarkers in use for psychiatric disorders. Given that symptoms across brain conditions are associated with functional alterations of cognitive and emotional processes, which can correlate with anatomical variation, structural magnetic resonance imaging (MRI) data of the brain are an important focus of research studies, particularly for predictive modelling. With the advent of large MRI data consortiums (such as the Alzheimer’s Disease Neuroimaging Initiative) facilitating a greater number of MRI-based classification studies, convolutional neural networks (CNNs), which are multi-layer representation-based models particularly well suited to image processing, have become increasingly popular for research into brain conditions. Despite this, modelling practices, the degree of transparency, and considerations of interpretability vary widely across studies, making them difficult to both compare and/or reproduce. Modelling practices here refers to issues surrounding the data splitting procedure, the presence or absence of repeat experiments, the critical appraisal of performance metrics, and the overall reliability of the modelling approach. Transparency refers to how detailed the authors’ methodological descriptions are, and the availability of code. Finally, interpretability refers to the attempt made by the authors to identify structural brain alterations driving model predictions – this is particularly important as the application of deep learning systems becomes more widespread in clinical settings. Here, we conduct a systematic literature review of 55 studies carrying out CNN-based predictive modelling of brain disorders using MRI data and critique their modelling practices, transparency, and considerations of interpretability; we furthermore propose several practical recommendations aimed at promoting comprehensive, clear, and reproducible research into brain disorders using MRI-based deep learning models.