What is mental health?
Mental health is to do with how people think and feel, and how they are coping.
There are different types of mental health problems and they are treated in different ways.
It is perfectly normal to feel sad or worried from time to time, but if those feelings last a very long time or won't go away, this can be when there is a mental health issue.
In a speech on Monday morning, she said she wanted to make sure that "children and teenagers get the help and support they need and deserve".
She said one of the ways she wanted to do this was by helping schools to support pupils who might be having problems like anxiety or depression.
This will be done by:
â€¢Providing more training for teachers, so they know what to do if someone in their class is having problems
â€¢Help schools and colleges to link up with mental health experts in their areas, to make sure children have any support they might need
The prime minister also said that the UK government would be looking at the services that are available at the moment for children and teenagers, to see what is working and what isn't.
One of the issues is that people who have a mental health problem are not always treated in the same way as those diagnosed with a physical problem.
She said that, currently, the way people with mental health problems are treated is "inadequate".
For example, many children have to travel a long way from their homes in order to receive their treatment.
The prime minister said that by 2021, no child will have to do this anymore for a general mental health problem.
Overall, she said the government needs to do more to support people who may have mental health problems.
"[They] affect people of all ages and all backgrounds," she said.
"All of us need to do more to support all of our mental wellbeing."
Paul Farmer - the chief executive of Mind, which is a mental health charity - said it was "important to see the prime minister talking about [this]".
The UK's prime minister Theresa May has said she is going to provide more support to help young people who may be struggling with a mental health problem.