Background: The ROAdmap for MEntal health Research in Europe project aimed to create an integrated European roadmap for mental health research. Leading mental health research experts across Europe have formulated consensus-based recommendations for future research within the public mental health field. Methods: Experts were invited to compile and discuss research priorities in a series of topic-based scientific workshops. In addition, a Delphi process was carried out to reach consensus on the list of research priorities and their rank order. Three web-based surveys were conducted. Nearly 60 experts were involved in the priority setting process. Results: Twenty priorities for public mental health research were identified through the consensus process. The research priorities were divided into summary principles—encompassing overall recommendations for future public mental health research in Europe—and thematic research priorities, including area-specific top priorities on research topics and methods. The priorities represent three overarching goals mirroring societal challenges, that is, to identify causes, risk and protective factors for mental health across the lifespan; to advance the implementation of effective public mental health interventions and to reduce disparities in mental health. Conclusions: The importance of strengthening research on the implementation and dissemination of promotion, prevention and service delivery interventions in the mental health field needs to be emphasized. The complexity of mental health and its broader conceptualisation requires complementary research approaches and interdisciplinary collaboration to better serve the needs of the European population.