Today, mental health problems become serious issues in Malaysia. In generally, mental health problems are health issues that effects on how a person feels, thinks, behaves, and communicate with others. According to National Health and Morbidity Survey (NHMS) 2017, one in five people in Malaysia is depression. Then, two in five people is anxiety and one in ten people is having stress. Higher education student also one of communities that have high risk to face mental health problems. The difficulties in identifying factors of mental health problems become a challenges and obstacle to help the person with mental health problem. Objectives of this paper are (1) review mental health problem among higher education student, (2) the contributing factors and (3) review the existing machine learning to analyse and predict mental health problem among higher education student. Finding of the paper will be used for other study to further discussion on mental health problems for implementation using computational modelling.