Background: Adolescents are particularly vulnerable to mental disorders, with over 75% of cases manifesting before the age of 25. Research indicates that only 18 to 34% of young people experiencing high levels of depression or anxiety symptoms seek support. Digital tools leveraging smartphones offer scalable and early intervention opportunities. Objective: Using a novel machine learning framework, this study evaluated the feasibility of integrating active and passive smartphone data to predict mental disorders in non-clinical adolescents. Specifically, we investigated the utility of the Mindcraft app in predicting risks for internalising and externalising disorders, eating disorders, insomnia and suicidal ideation. Methods: Participants (N=103; mean age 16.1 years) were recruited from three London schools. Participants completed the Strengths and Difficulties Questionnaire, the Eating Disorders-15 Questionnaire, Sleep Condition Indicator Questionnaire and indicated the presence/absence of suicidal ideation. They used the Mindcraft app for 14 days, contributing active data via self-reports and passive data from smartphone sensors. A contrastive pretraining phase was applied to enhance user-specific feature stability, followed by supervised fine-tuning. The model evaluation employed leave-one-subject-out cross-validation using balanced accuracy as the primary metric. Results: The integration of active and passive data achieved superior performance compared to individual data sources, with mean balanced accuracies of 0.71 for SDQ-High risk, 0.67 for insomnia, 0.77 for suicidal ideation and 0.70 for eating disorders. The contrastive learning framework stabilised daily behavioural representations, enhancing predictive robustness. This study demonstrates the potential of integrating active and passive smartphone data with advanced machine-learning techniques for predicting mental health risks.