The internet is now integral to everyday life, and users' web-based search data could be of strategic importance in mental health care. As shown by previous studies, internet searches may provide valuable insights into an individual's mental state and could be of great value in early identification and helping in pathways to care. Internet search data can potentially provide real-time identification (eg, alert mechanisms for timely interventions). In this paper, we discuss the various problems related to the use of these data in research and clinical practice, including privacy concerns, integration with clinical information, and technical limitations. We also propose solutions to address these issues and provide possible future directions.