Aim: This paper aims to reveal the essence of social exclusion and examine its impact on mental health. Materials and Methods: The authors used interpretive research paradigm, integrative anthropological approach, and hermeneutical approach. The data collection was carried out using PubMed, Scopus, Web of Science, Google Scholar databases. Research papers were identified according to search terms: “social exclusion”, “social inclusion”, “mental health”, “well-being”, “discrimination”, “prejudice”, “social injustice”, “racial discrimination”, “poverty”, “values”, “Other”, “belonging”, “depression”, “anxiety”, “anger”, “hopelessness”, “intersectionality”. From the entire available literature, 65 sources were selected according to specified criteria, such as “an intersectional approach to social exclusion” and “the negative consequences of social exclusion through the lens of mental health and well-being”. A limitation was that the authors used only sources available in English during study selection due to the time-saving factor, as well as human resources factor. Conclusions: Tackling social exclusion, which has a detrimental effect on physical and mental health and undermines human dignity, requires concerted efforts at all levels of society. Today, it is especially important to develop a long-term transdisciplinary strategy, which addresses the multiple and overlapping disadvantages experienced by excluded groups. Social institutions, which guide people’s behavior through norms, are key to strategies for combating social exclusion. It is necessary to consider the actual mechanisms at work in terms of social exclusion, as well as interventions at the level of groups or individuals. Addressing discriminatory behavior alone or one type of inequality can lead to certain changes, however, these changes will not be decisive for underprivileged groups, as quite often negative stereotypes and prejudices, which impede social inclusion, are expressed in subtle ways. At the same time, addressing values that underlie exclusion and discrimination may be more effective and have more far-reaching consequences. The goal and outcome of these extensive responses to the acute problem of social exclusion is to create a global inclusive society where all voices are heard, and the voice of the “Other” is as significant as yours.