Information on Canadian military Veterans’ mental health is needed to develop and improve mental health services. It is not clear to what extent such information is available and connected across its sources. A comprehensive review of scientific and other authorized publications was conducted to identify information sources related to Canadian Veteran mental health, connections between them, and related policies or guidelines. Ten data sources related to military Veterans’ mental health in Canada were found, but no policies or guidelines specifically addressing information sharing across these data sets were discovered. Secure, Accessible, eFfective, and Efficient (SAFE) information sharing across these sources was implied but not confirmed. The authors recommend consideration be given to establishing a repository of relevant data sets and policies and guidelines for information sharing and standardization across all relevant data sets.