Despite the worrying prevalence of mental disorders among adolescents and young people, evidence on predictors of treatment outcome remains scarce. Systematic reviews have focused on specific disorders or treatment modalities and have not targeted this age group in particular. This systematic review presents an overview of the sociodemographic predictors and moderators on the outcome of psychotherapeutic interventions for adolescents and young people with mental disorders across treatment modalities. The search was conducted in PubMed and PsycINFO following the PICOS strategy. The included studies were clinical outcome studies on psychotherapeutic interventions, targeted for young people (aged 12–30 years) with specified mental disorders and published in peer-reviewed journals. During a four-step screening process, 17,359 articles were assessed, among which 114 met the inclusion criteria. Most included studies involved patients with mood, eating, or substance use disorders. Age, gender, and ethnicity were the most frequently reported predictors. For age and gender the findings were mixed, so it is not possible to state which age group or gender would benefit most from treatment across disorder groups. Ethnic minority status and history of traumatic events may predict poorer outcomes. However, the results mainly did not support the relevance of sociodemographic variables for predicting treatment outcome.