In low- and middle-income countries, large numbers of children are involved in work. Whilst studies have shown that child labour may be harmful to children's physical health, little is known about child labour's effects on mental health. It is important to understand the relationship between work and mental health problems during childhood, and identify possible risk factors for poorer mental health. A systematic literature review was conducted. Published papers in any language that compared the mental health of children (<18 years) who had been exposed to work with those who had not been exposed to work were included. Twelve published observational studies on the association between child labour and general psychopathology, internalising and externalising problems were identified. Child labour was found to be strongly associated with poor mental health outcomes in seven studies. More significant associations were found between child labour and internalising problems than externalising problems. The burden of poor mental health as a result of child labour is significant given the numbers of children in work. Risk factors for poorer mental health were involvement in domestic labour, younger age, and greater intensity of work, which could be due to the potential of child labour to cause isolation, low self-esteem, and perception of an external locus of control. The risk factors suggested by this review will have implications for policy makers. Additional research is needed in low-income countries, risk factors and also into the potential psychological benefits of low levels of work.