Depression is a common mental health condition that often occurs in association with other chronic illnesses, and varies considerably in severity. Electronic Health Records (EHRs) contain rich information about a patient's medical history and can be used to train, test and maintain predictive models to support and improve patient care. This work evaluated the feasibility of implementing an environment for predicting mental health crisis among people living with depression based on both structured and unstructured EHRs. A large EHR from a mental health provider, Mersey Care, was pseudonymised and ingested into the Natural Language Processing (NLP) platform CogStack, allowing text content in binary clinical notes to be extracted. All unstructured clinical notes and summaries were semantically annotated by MedCAT and BioYODIE NLP services. Cases of crisis in patients with depression were then identified. Random forest models, gradient boosting trees, and Long Short-Term Memory (LSTM) networks, with varying feature arrangement, were trained to predict the occurrence of crisis. The results showed that all the prediction models can use a combination of structured and unstructured EHR information to predict crisis in patients with depression with good and useful accuracy. The LSTM network that was trained on a modified dataset with only 1000 most-important features from the random forest model with temporality showed the best performance with a mean AUC of 0.901 and a standard deviation of 0.006 using a training dataset and a mean AUC of 0.810 and 0.01 using a hold-out test dataset. Comparing the results from the technical evaluation with the views of psychiatrists shows that there are now opportunities to refine and integrate such prediction models into pragmatic point-of-care clinical decision support tools for supporting mental healthcare delivery.