Adolescent mental health is becoming a critical concern. Mental illness rates are rising and many psychological disorders first present symptoms during teenage years. Studies consistently show associations between the built environment and mental health, including internalising mental health disorders in adults, but the evidence for adolescents is less robust and few studies attempt to isolate causality. This review examines the relationship between the urban public realm and adolescent mental health and wellbeing. Our search yielded 24 studies for inclusion. We undertook qualitative synthesis of 20 cross-sectional studies and conducted a separate quality analysis of four longitudinal studies. Greenspace and neighbourhood quality are associated with adolescent mental health and wellbeing although this may be due more to residual confounding, selection effects and same-source bias than evidence for a causal effect. Furthermore, the few longitudinal studies that seek to test causality remain prone to these biases. Overall, we find little evidence of an effect of the urban public realm on adolescent mental health and wellbeing, which, we argue, reflects the difficulty of researching complex pathways between environments and health and highlights a challenge to the field. To address this challenge, we propose a research agenda that prioritises more and better data drawn from diverse study designs, and more and better theories developed from diverse epistemologies.