Public health and epidemiologic research have established that social connectedness promotes overall health. Yet there have been no recent reviews of findings from research examining social connectedness as a determinant of mental health. The goal of this review was to evaluate recent longitudinal research probing the effects of social connectedness on depression and anxiety symptoms and diagnoses in the general population. A scoping review was performed of PubMed and PsychInfo databases from January 2015 to December 2021 following PRISMA-ScR guidelines using a defined search strategy. The search yielded 66 unique studies. In research with other than pregnant women, 83% (19 of 23) studies reported that social support benefited symptoms of depression with the remaining 17% (5 of 23) reporting minimal or no evidence that lower levels of social support predict depression at follow-up. In research with pregnant women, 83% (24 of 29 studies) found that low social support increased postpartum depressive symptoms. Among 8 of 9 studies that focused on loneliness, feeling lonely at baseline was related to adverse outcomes at follow-up including higher risks of major depressive disorder, depressive symptom severity, generalized anxiety disorder, and lower levels of physical activity. In 5 of 8 reports, smaller social network size predicted depressive symptoms or disorder at follow-up. In summary, most recent relevant longitudinal studies have demonstrated that social connectedness protects adults in the general population from depressive symptoms and disorders. The results, which were largely consistent across settings, exposure measures, and populations, support efforts to improve clinical detection of high-risk patients, including adults with low social support and elevated loneliness.