Climate change is a major threat to global health. Its effects on physical health are increasingly recognised, but mental health impacts have received less attention. The mental health effects of climate change can be direct (resulting from personal exposure to acute and chronic climatic changes), indirect (via the impact on various socioeconomic, political and environmental determinants of mental health) and overarching (via knowledge, education and awareness of climate change). These impacts are unequally distributed according to long-standing structural inequities which are exacerbated by climate change. We outline key concepts and pathways through which climate change may affect mental health and explore the responses to climate change at different levels, from emotions to politics, to highlight the need for multilevel action. We provide a broad reference to help guide researchers, practitioners and policy-makers in the use and understanding of different terms in this rapidly growing interdisciplinary field.