You may be able to find country specific statistics on mental health within current journal literature. You can set up a search in PubMed that will help you focus on finding articles with that data. Using MeSH Headings (PubMed's controlled vocabulary can help you identify these articles. Here is an example of how to do that:
("South Africa"[Mesh]) AND "Depression/statistics and numerical data"[Mesh]
You can replace "South Africa" with the country of your choice, and "Depression" with the condition of your choice.