Mental disorders are highly prevalent in different population groups in Bangladesh. Effective policymaking and evaluation may need economic evidence on complex mental health problems. In this systematic review, we aimed to evaluate the current evidence on the economic burden of mental disorders in Bangladesh. We searched six major databases and additional sources using the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines. We included studies that were published in English, as peer-reviewed articles, reported any economic burden of any mental disorders, and focused on the Bangladeshi population. Among a total of 1241 citations, no study met our criteria. This scarcity of evidence on the economic burden of mental disorders can be attributable to many factors, including a suboptimal state of research in mental health, lack of institutional and national priorities on mental health economic research, and lack of capacities or resources to improve knowledge. Future efforts should aim at strengthening research capacities, providing resources, prioritizing mental health research, improving collaboration, and effective policymaking and strategic planning to promote mental health economic research in the context of Bangladesh.