The environment influences mental health, both detrimentally and beneficially. Current research has emphasized the individual psychosocial 'microenvironment'. Less attention has been paid to 'macro-environmental' challenges including climate change, pollution, urbanicity and socioeconomic disparity. With the advent of large-scale big-data cohorts and an increasingly dense mapping of macroenvironmental parameters, we are now in a position to characterise the relation between macroenvironment, brain, and behaviour across different geographic and cultural locations globally. This review synthesises findings from recent epidemiological and neuroimaging studies, aiming to provide a comprehensive overview of the existing evidence between the macroenvironment and the structure and functions of the brain, with a particular emphasis on its implications for mental illness. We discuss putative underlying mechanisms and address the most common exposures of the macroenvironment. Finally, we identify critical areas for future research to enhance our understanding of the aetiology of mental illness and to inform effective interventions for healthier environments and mental health promotion.