Mental health issues significantly impact individuals' daily lives, yet many do not receive the help they need even with available online resources. This study aims to provide diverse, accessible, stigma-free, personalized, and real-time mental health support through cutting-edge AI technologies. It makes the following contributions: (1) Conducting an extensive survey of recent mental health support methods to identify prevalent functionalities and unmet needs. (2) Introducing SouLLMate, an adaptive LLM-driven system that integrates LLM technologies, Chain, Retrieval-Augmented Generation (RAG), prompt engineering, and domain knowledge. This system offers advanced features such as Risk Detection and Proactive Guidance Dialogue, and utilizes RAG for personalized profile uploads and Conversational Information Extraction. (3) Developing novel evaluation approaches for preliminary assessments and risk detection via professionally annotated interview data and real-life suicide tendency data. (4) Proposing the Key Indicator Summarization (KIS), Proactive Questioning Strategy (PQS), and Stacked Multi-Model Reasoning (SMMR) methods to enhance model performance and usability through context-sensitive response adjustments, semantic coherence evaluations, and enhanced accuracy of long-context reasoning in language models. This study contributes to advancing mental health support technologies, potentially improving the accessibility and effectiveness of mental health care globally.