Mental health has been included in the UN Sustainable Development Goals. However, uncertainty exists about the extent to which the major social determinants of mental disorders are addressed by these goals. The aim of this study was to develop a conceptual framework for the social determinants of mental disorders that is aligned with the Sustainable Development Goals, to use this framework to systematically review evidence regarding these social determinants, and to identify potential mechanisms and targets for interventions. We did a systematic review of reviews using a conceptual framework comprising demographic, economic, neighbourhood, environmental events, and social and culture domains. We included 289 articles in the final Review. This study sheds new light on how the Sustainable Development Goals are relevant for addressing the social determinants of mental disorders, and how these goals could be optimised to prevent mental disorders.