Background Research suggests that increasing neighbourhood social cohesion can prevent mental health problems, including depression and anxiety. However, it is unknown whether this is the case for adolescents and young adults. Aims To investigate whether neighbourhood social cohesion can prevent depression and anxiety, and identify interventions that can increase neighbourhood cohesion in young people. Method We conducted a rapid review for an overview of the available literature. PubMed, Campbell Collaboration, KSR Ltd and grey literature databases were searched from inception up to 10 July 2020. When synthesising the results, we applied a hierarchy of evidence, prioritising study designs that allowed for the most ability to infer causality. Risk of bias was assessed with the ROBIS tool and Joanna Briggs Institute risk-of-bias assessment. A narrative review and two workshops with young people were conducted to inform what future interventions may look like. Results Forty-two peer-reviewed publications, including two systematic reviews, 13 longitudinal studies and 27 cross-sectional studies, were identified. Prospective longitudinal studies found that neighbourhood social cohesion factors (safety, trust, positive social connections, helping others and a lack of crime and violence) were associated with fewer depressive symptoms. Future interventions to increase neighbourhood cohesion should involve creating safe and attractive community centres, accessible and safe outdoor spaces, community activity groups and online communities. Conclusions Neighbourhood social cohesion has the potential to protect mental health. The next step is to conduct intervention studies to evaluate the effects on onset prevention. Clinicians should consider the impact cohesion can have on mental health, and signpost to community initiatives.