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To assess the results of studies examining the effects of preventive interventions on the incidence of mental disorders, we conducted a systematic review. A literature search resulted in 13 high-quality randomized trials, six on depressive disorder (including postpartum depression), one on anxiety, one examining both anxiety and depression, three on posttraumatic stress disorders, one on psychosis, and one on any mental disorder. The overall relative risk (RR) was 0.73 (95% CI, 0.56–0.95), indicating a reduction of the risk to become a new case of a mental disorder. The seven studies on prevention of depressive disorder resulted in a RR of 0.72 (95% CI, 0.54–0.96). The risk of posttraumatic stress disorder was somewhat increased after debriefing, but not significantly (RR = 1.33), indicating a possible adverse effect. Prevention of new cases of mental disorders seems to be possible and may be an important way of reducing the enormous burden of these disorders.