Mental well-being holds paramount importance and its relevance within the realm of higher education is undeniable. The academic journey often brings about unique challenges, stressors, and transitions that can impact students' mental health (MH). This study explores the impact of Artificial Intelligence (AI) and MH education within higher education institutions, focusing on the intersection between Deep Learning (DL), MH education, and policy. The research aims to assess how AI can enhance MH support systems in educational settings and whether a combination of DL and MH education can contribute to a psychologically healthy community. The study tests hypotheses regarding the fundamental need for MH education to cope with stress, the role of AI in diagnosing mental health issues, the potential for AI to predict and reduce anxiety and depression, and the impact of policies in making MH education a mandatory component. A quantitative, cross-sectional survey was conducted with 600 valid responses from students, faculty members, educational technologists, and MH professionals across 12 universities in China. The data were analyzed using SPSS, revealing strong support for the integration of AI and MH education in promoting a psychologically healthy academic environment. The novelty of this study lies in its innovative integration of DL, MH education, and policy, offering a unique model for supporting mental health in higher education. The findings contribute to the broader understanding of how technology, education, and policy can collectively enhance student well-being and inform future strategies for integrating AI into educational and mental health practices.