Introduction. Sensory Processing Sensitivity (SPS), defined as a personality feature which describes the differences among individuals that is related to the perception of environmental stimuli. Previous researches have associated this personality trait with some mental health negative consequences however, the studies are rare and an integration of the obtained findings needs to be addressed. Objective. To analyze the association between sensory processing sensitivity and mental health implications. Methods. We conducted a systematic review of studies using Scopus, ScienceDirect and PubMed databases to assess the information about the sensory processing sensitivity and its consequences in mental health. Results. Thirteen studies fulfilling inclusion criteria were included and analyzed in the review. According to these studies, high levels of sensory processing of sensitivity might be related to the appearance of mental diseases such as anxiety, depression and personality disorders. Conclusions. Despite the health implications of sensory processing sensitivity, more research studies are needed to understand it and to create clinical tools of assessment and intervention to improve the health and quality of life of people who present this personality trait.