Cardiorespiratory fitness (CRF) is a strong indicator of overall physical health, but its relevance for mental and neurocognitive health across the life course remains unclear. Here we synthesize evidence from cohort studies examining the associations between CRF and the risk of mental and neurocognitive disorders across all age groups in the general population. Twenty-seven studies comprising 4,007,638 individuals were included. Compared with low CRF, high CRF was associated with a reduced risk of depression (hazard ratio (HR) = 0.64; 95% confidence interval (CI), 0.56–0.74), all-cause dementia (HR = 0.61; 95% CI: 0.55–0.68) and psychotic disorders (HR = 0.71; 95% CI: 0.65–0.77) in adults. A one metabolic equivalent of task (1 MET; 3.5 ml kg−1 min−1) higher level of CRF was associated with lower risks of depression (HR = 0.95; 95% CI: 0.92–0.98) and all-cause dementia (HR = 0.81; 95% CI: 0.67–0.98). Overall certainty of evidence ranged from very low to moderate. These findings suggest that CRF may be a useful marker for identifying adults at increased risk of depression, dementia and psychotic disorders, highlighting the need for further large-scale longitudinal studies.