Background: Previous community surveys of the drop out from mental health treatment have been carried out only in the USA and Canada. Aims: To explore mental health treatment drop out in the World Health Organization World Mental Health Surveys. Method: Representative face-to-face household surveys were conducted among adults in 24 countries. People who reported mental health treatment in the 12 months before interview (n = 8482) were asked about drop out, defined as stopping treatment before the provider wanted. Results: Overall, drop out was 31.7%: 26.3% in high-income countries, 45.1% in upper-middle-income countries, and 37.6% in low/ lower-middle-income countries. Drop out from psychiatrists was 21.3% overall and similar across country income groups (high 20.3%, upper-middle 23.6%, low/lower-middle 23.8%) but the pattern of drop out across other sectors differed by country income group. Drop out was more likely early in treatment, particularly after the second visit. Conclusions: Drop out needs to be reduced to ensure effective treatment.