This report concerns the activities developed by the Mental Health and Social Exclusion (MHSE) Network, an initiative supported by the Mental Health Europe (World Federation of Mental Health). We report some data from the preliminary survey done in five capital cities of the European Union (Madrid, Copenhagen, Brussels, Lisbon, and Rome). The main aim of this survey was to investigate, from a mostly qualitative point of view, the causal and supportive factors implicated in the situation of the homeless mentally ill in Europe. The results point out the familial and childhood roots of homelessness, the perceived causes of the situation, the relationships with the support services, and the expectations of future of the homeless mentally ill. The analysis of results has helped to identify the different variables implicated in the social rupture process that influences homelessness in major European cities. The results were used as the basis for the design of a more ambitious current research project about the impact of the medical and psychosocial interventions in the homeless. This project is being developed in 10 capital cities of the European Union with a focus on the program and outcome evaluation of the health and psychosocial services for the disadvantaged.