Non-compliance is one of the main challenges in the treatment of chronic conditions, including mental diseases and disorders. Up to 60% of patients with depression may present with the lack of therapeutic adherence. Non-compliance depends on multiple factors and is a complex phenomenon: it may involve one or more therapeutic regimens as well as be continuous or intermittent, intentional or unintentional by nature. Therapeutic non-adherence leads to multiple negative health-related and social consequences. It may increase hospitalisation rates and the risk of symptom recurrence as well as contribute to more severe depression, reduced therapeutic response and remission, and impaired functioning in depressive patients. It seems that adverse effects of drugs are one of the causes of non-compliance. The paper presents a literature review on the tolerance of different antidepressant therapies. Antidepressants were assessed for the risk of adverse effects most often reported by the study participants as the cause of pharmacotherapy discontinuation. Non-compliance, which depends on a number of variables, is also a common phenomenon in the group of patients with anxiety disorders. Knowledge on factors that have negative effects on therapeutic adherence among patients with depression and anxiety disorders combined with adequate interventions may contribute to improved treatment outcomes in patients with mental diseases and disorders.