It is observed that the Mental illness by the actions and individual emotions and expressions towards a particular situation. It indicates that American Psychiatric Association that has 19% of people experience mental illness. Nearly 4.1% of people [1] are seriously affected by mental illness. In 2019, World Health Organization(WHO) reported that 264 million people suffer from mental disorders. With the technological growth and affordable internet access, social media usage and impacts are increased in society. Users use social networks to show their emotions, views, and comments related to mental health on various events and themselves. Different intelligent methods that analyze tweets related to depression are summarized. New research areas in analyzing data on social networks are discussed. This article highlights the data mining and machine learning methods associated with mental health using Twitter data.