Within the ROAMER project, which aims to provide a Roadmap for Mental Health Research in Europe, a two-stage Delphi survey among 86 European experts was conducted in order to identify research priorities in clinical mental health research. Expert consensus existed with regard to the importance of three challenges in the field of clinical mental health research: (1) the development of new, safe and effective interventions for mental disorders; (2) understanding the mechanisms of disease in order to be able to develop such new interventions; and (3) defining outcomes (an improved set of outcomes, including alternative outcomes) to use for clinical mental health research evaluation. Proposed actions involved increasing the utilization of tailored approaches (personalized medicine), developing blended eHealth/mHealth decision aids/guidance tools that help the clinician to choose between various treatment modalities, developing specific treatments in order to better target comorbidity and (further) development of biological, psychological and psychopharmacological interventions. The experts indicated that addressing these priorities will result in increased efficacy and impact across Europe; with a high probability of success, given that Europe has important strengths, such as skilled academics and a long research history. Finally, the experts stressed the importance of creating funding and coordinated networking as essential action needed in order to target the variety of challenges in clinical mental health research.