Small Island Developing States (SIDS) experience some of the most devastating impacts of health effects of climate change, especially on mental health. Acute climate change events like hurricanes can cause displacement due to loss of habitable land and result in eco-anxiety, helplessness, worry and fear, which can significantly affect a population's mental health. Despite these severe mental health effects, major research gaps exist in research on the relationship between mental health and climate change in SIDS. To determine the current state of research conducted on mental health and climate change in SIDS an traditional literature review was undertaken. Five factors were identified which are linked to a climate change event’s impact on mental health: (1) the local context of culture, society, economy, and development; (2) the exposure’s spatial distribution; (3) the kind of meteorological event; (4) the length and intensity of the event; and (5) the expected severity and acuity of the associated effects on physical health and community well-being. This paper recommends greater use of multivariate analysis to address identified research gaps due to climate change in SIDS. This will allow for major gains in mental health by accounting for the myriad factors that vary within and between each SIDS to properly consider distinctive local contexts.