Indigenous Peoples are among the most vulnerable to adverse mental health impacts resulting from climate change globally. In the context of a continually changing climate, an understanding of the diverse risks, impact, and responses of Indigenous communities to climate related mental health impacts is timely. The present study conducted a systematic literature review on the related effects, mechanisms of vulnerability, and adaptive responses and coping strategies to climate change related mental health impacts specific to global Indigenous Peoples. This review systematically selected articles from Scopus, MEDLINE, and Google Scholar, published since 2000. Twenty-three original studies were included for full review. The results confirmed direct impacts commonly caused by cumulative changes in climate increased non-clinical mental health impacts with the potential to develop to clinical mental illnesses with repeated, ongoing exposure. Also, indirect impacts further exacerbated various mechanisms of vulnerability amongst Indigenous communities, introducing unique intangible losses relating to place attachment, culture, food security and other socio-economic disadvantages. These results were dominated by specific regions, with few quantitative studies. This review emphasises the importance of engaging with Indigenous communities in responding to climate change, incorporating both qualitative and quantitative methods to capture indirect impacts to mental health, and understanding the priorities and existing adaption strategies that could integrate Indigenous cultures and knowledge.