This systematic review addresses the mental health of refugees in Western countries—a critical public health issue shaped by a complex interplay of risk factors, post-migration living difficulties, and protective factors. We conducted a search in three major scientific databases, focusing on peer-reviewed studies published in the past decade and following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines. Findings reveal key methodological challenges, including sampling bias, reliance on self-report measures, and inconsistent results regarding gender, age, language, and legal status. These reflect the diversity of refugee experiences and highlight the need for robust, interdisciplinary, and context-sensitive research. Social work plays a vital role by adopting trauma-informed, rights-based approaches that integrate clinical and psychosocial perspectives, foster community engagement, and advocate for inclusive policies. While protective factors such as social support, resilience, and stable relationships remain underexplored, they are essential for recovery and integration. Recommendations include developing proactive and preventive strategies, ensuring culturally responsive mental health care, and promoting equitable access to support. Future research should prioritize neglected populations and support intervention development to enhance psychosocial well-being and sustainable integration.