Conducting quality research to address gaps in knowledge about depression, anxiety and related substance use disorders is of high priority for beyondblue. In particular, beyondblue is interested in knowing how to better deliver services, better measure key outcomes, include consumer and carer perspectives, and whether such efforts deliver better population-health outcomes. Many beyondblue programs have a strong research component, examples include the beyondblue Postnatal Depression Program, the Every Family Initiative, the beyondblue Depression in the Workplace Program and the beyondblue Schools Research Initiative.

In addition to ongoing research activities, beyondblue administers the beyondblue Victorian Centre of Excellence in Depression and Related Disorders (bbVCoE). The bbVCoE was established as a joint initiative of the Victorian Government and beyondblue. It supports innovative, high quality research across disciplines to improve the prevention and treatment of depression and related disorders.