Climacteric is the period in a woman’s life cycle that involves perimenopause, menopause and postmenopause. It represents the end of the reproductive period and the beginning of female aging in the biological sense. Over the past 10 years, an emphasis has been placed on the study of mental health in the female climacteric. Studies about the prevalence of depression, anxiety, suicidal ideation and association with different factors have shown important results on the relevance of these disorders during female climacteric. Considering the importance of these findings in the field of public health and epidemiology, we conducted a narrative review aiming to discuss the current knowledge about the prevalence of depression, anxiety and suicidal ideation in the female climacteric, analyzing methods and results in different studies, selected from a literature review between 2009 and 2019, in the PubMed, Lilacs, Embase, Web of Science and Google Scholar databases. Our results showed that the methodology, cultural and sociodemographic differences, as well as a variety of biopsychosocial factors studied, generate some uncertainties about the exact relationship between depression, anxiety, suicidal ideation and female climacteric. We conclude that more research, greater methodological rigor, more accurate results and a biopsychosocial view are needed and urgent for effective interventions, cost reduction in mental health care, as well as prevention and control of depression, anxiety and suicide in climacteric.