To date, most reviews on noise and mental health have focused on noise exposure. However, a number of studies found associations between mental health and noise annoyance, but not with exposure. A literature search was carried out in PubMed and Web of Science databases. We also hand-searched conference proceedings and references in other systematic reviews on noise exposure and annoyance/mental health. We identified 25 articles through the databases searches that satisfied the inclusion criteria; existing literature reviews provided two additional publications. The majority of identified studies used either a 5-point (n=15) or 11-point scale (n=5) to measure noise annoyance. The sources of noise annoyance mainly come from traffic (n=18 or 67%), and neighbourhood (n=4 or 15%). For mental health outcomes, 20 (74%), 2 (7%) and 2 (7%) articles used validated questionnaires, self-reported use of anxiolytics/antidepressants, or self-reported diagnosis of mental disease, respectively, to assess mental health. Six articles differentiated between depression and anxiety disorder while 19 focused on general mental health. Results from these studies overall point to an adverse association of noise annoyance (high noise annoyance in particular) with depression, anxiety or general mental problem, either measured by self-reported diagnosis, self-reported medicine use or questionnaires.