People with mental health problems sometimes have the choice of whether or not to disclose this information to others. The decision to disclose or conceal is likely to depend on various factors. In this systematic review, we examined the findings of studies looking at factors affecting adults’ decisions to disclose or conceal a mental health problem outside of the workplace. Key databases (PsycINFO, Scopus, and Web of Science) revealed 19 relevant articles published between January 2005 and August 2015. Common factors affecting disclosure or concealment included anticipated stigma, characteristics of the target, relationship with the target, mental health of the discloser, rules and beliefs about mental health problems, and fears about control and identity. Demographic factors were not strongly associated with disclosure decisions. We also found that measures used to understand mental health disclosure may fail to capture the complexity of the process. Implications for future research and policy are discussed, including the need for palpable public support for people with mental health problems, the need for health care professionals to establish better relationships with service users, and the value of respecting nondisclosure.