Mobile mental health applications are seen as a promising way to fulfill the growing need for mental health care. Although there are more than ten thousand mental health apps available on app marketplaces, such as Google Play and Apple App Store, many of them are not evidence-based, or have been minimally evaluated or regulated. The real-life experience and concerns of the app users are largely unknown. To address this knowledge gap, we analyzed 2159 user reviews from 117 Android apps and 2764 user reviews from 76 iOS apps. Our findings include the critiques around inconsistent moderation standards and lack of transparency. App-embedded social features and chatbots were criticized for providing little support during crises. We provide research and design implications for future mental health app developers, discuss the necessity of developing a comprehensive and centralized app development guideline, and the opportunities of incorporating existing AI technology in mental health chatbots.