This review critically evaluates previous studies investigating the association between dietary intake of children and young people and depression and related mental health problems. A systematic literature search was conducted using electronic databases such as PsycINFO, MEDLINE, PubMed and Cochrane. A total of twenty studies were identified that met inclusion criteria and were subsequently rated for quality. The studies used a range of methods to measure dietary intake and mental health. Important potential confounding variables (e.g. socio-economic status) were often not included or controlled. There were also inconsistencies in the use of key constructs, which made comparisons between studies difficult. Despite some contradictory results, overall there was support for an association between healthy dietary patterns or consumption of a high-quality diet and lower levels of depression or better mental health. Similarly, there was a relationship between unhealthy diet and consumption of low-quality diet and depression or poor mental health. However, where significant relationships were reported, effect sizes were small. Future research on the relationship between diet and mental health in young people should use more clearly defined constructs to define diet and include or control for important confounders.