Machine learning is a powerful data analysis technique that can collect and analyze massive data and hidden information, solving the problems of comprehensive diagnosis of multidimensional data, and personalized intervention and treatment, which is urgently needed in the field of mental health. This paper reviews the application of machine learning in diagnosis, treatment, and prognosis of mental health. We also introduced the advantages prospect of the technology in 2 dimensions (big and small), and analyzed the possible risks and challenges in the field.