Given the global impact of mental disorders and the increasing prevalence of Major Depressive Disorder (MDD) as one of the main causes of disability, it is imperative to invest in solutions for self-management of mental health. Thus, the evolution of Digital Mental Health reveals a significant impact, with major investment in technologies that drive the development of projects that aim to innovate the benefits and results of this area. As part of the development of the RM4Health project, this work evaluated the role of web, desktop and/or mobile applications in the self-management of mental health, highlighting existing strengths and gaps. The study covered 205 applications for the management of mental health, detailing the panorama of current Behavioral Management practices, Persuasive Systems Design (PSD), Behavioral Economics (BE) principles and Security and Privacy strategies. The results obtained in this survey allow the definition of recommendations for the development of more effective, engaging, accessible and safe solutions, to promote autonomy in the management of the mental health condition. A high diversity of resources was observed, however areas of underutilization were identified, especially in BE approaches. It is recommended to combine Artificial Intelligence, Smart Coach and Gamification strategies with robust security and privacy measures. Furthermore, the development of comprehensive and intuitive solutions that prioritize key behavioral management functionalities, PSD resources and BE principles that involve the user in their own health management, regardless of whether they have been diagnosed with a mental disorder, were suggested. This study could guide future research and development in order to improve the quality of the user experience and drive advances in the field of Digital Mental Health.