Bangladesh's unique climate vulnerability is well-investigated but the mental health impacts of climate change remain relatively unexplored. Three databases were searched for English primary qualitative studies published between 2000 and 2020. Out of 1202 publications, 40 met the inclusion criteria. This systematic review applies a systems approach to further understand Bangladesh's 'climate-wellbeing' network. The literature indicates diverse factors linking environmental stress and mental ill-health including four key themes: (1) post-hazard mental health risks, (2) human (im)mobility, (3) social tension and conflict, and (4) livelihood loss and economic hardship. This systems analysis also revealed that people's mental wellbeing is strongly mediated by socio-economic status and gender. The article illustrates how multiple pathways may amplify stress, anxiety, violence, and psychological damage. Greater recognition of the 'climate-wellbeing' connections, and incorporation of mental health in current climate action and policy frameworks, will be an effective way to achieve a more sustainable future.