Modern approaches to studying prevalence of a mental pathology and the results received during 2000-2010 are analyzed according to a condition of mental health of the population of separate regions and countries of the world. Information sources were databases of the WHO, a database of the United States National Library of Medicine "PubMed", archives of publications of leading foreign medical magazines in the field of mental health. The growth of prevalence and incidence of mental illnesses, especially depressive and anxiety disorders, with the corresponding increasing burden of mental disorders worldwide is observed. To obtain reliable results, modern schemes of epidemiological studies should be realized with the account of social-cultural level of the population, adaptation of diagnostic tools, qualitative preparation and training of the personnel and with the precise use of statistical criteria and requirements to the selection and analysis of research information.