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Religion is a central aspect of many people’s lives worldwide. While most research has concentrated on individual religiosity, less attention has been paid to the broader social and structural dimensions of religious affiliation, particularly how affiliation to minority religious groups influences mental health through experiences of discrimination, marginalisation, and unequal social, economic, and political position. We conducted a systematic review across four databases from inception to December 2024 of quantitative studies on mental health outcomes among religious minorities and disparities between religious groups. Findings were synthesised narratively and with vote counting. We also mapped mechanisms linking religious minority status to mental health. 152 quantitative studies were included, mostly cross-sectional with small convenience samples. More than half of studies focused on one religious minority group in a country without comparison to other groups (57%), limiting our understanding of inequalities between groups. Where investigated, religious minority groups consistently demonstrated worse mental health outcomes compared to majority groups. Risk, protective, and contextual factors contributing to the mental health of religious minorities were also mapped from included studies and inform the development of a conceptual framework. Our systematic review highlights the limited scope and quality of studies examining religious disparities in mental health. Building on the mechanisms mapped from the review, we propose a conceptual framework integrating existing evidence with broader literature to advance our understanding of religious affiliation as a social determinant of mental health. • Religious minority status is an important social determinant of mental health. • Where compared, religious minorities have worse mental health than majorities. • We find many studies with small unrepresentative samples and no comparison groups. • We map potential mechanisms linking religious minority status to mental health. • We propose a conceptual framework of mechanisms.