The supervisor-student relationship plays an important role in determining the mental health and well-being of students in the institution of higher learning. In the context of Africa, there are specific contextual issues to consider, such as supervisory power relationships, financially constrained resources and expectations about relationships, and the psychological impact of those relationships upon the student. This systematic review took a systematic search of important schools of literature. The inclusion criterion was founded on the validity of the supervisor-student relations and mental health outcomes of African students in higher education. A systematic review of peer-reviewed literature was performed in Scopus, Web of Science, PubMed, ERIC, and Google Scholar using predesigned inclusion and exclusion criteria, and ultimately, 25 studies were included in the review. Research literature has confirmed that supportive supervisory relationships that involved effective communication, empathy, prompt feedback, and mutual respect reduced levels of stress, anxiety, loneliness, and academic attrition. However, lack of supervision, lack of communication, supervisor-deduced responding time, and unequal power differentials were found to be linked to increased activity of psychological distress, poor academic achievement, and attrition risk. The findings also point to continuing institutional issues such as inadequate supervisorship training, burdensome supervisorship demands, and underdeveloped, formal mental health assistance for postgraduate students. It is concluded on the basis of African and international literature that a positive relationship between the supervisor and the student is a key factor influencing the mental health and academic achievement of the student in African higher education. This study highlights the critical need to reinforce supervision activities, increase the inclusion of all mental health supports for students, and establish an institutional policy that fosters supportive, equitable, and psychologically safe supervisory environments.