Mental health issues among high school students in Lagos, Nigeria have been on the rise, necessitating effective mental health interventions. A mixed-methods approach was employed, including a survey assessing MHFA knowledge and attitudes along with self-reported mental health issues. Among the 300 students surveyed, 78% reported having heard of MHFA, while only 45% had received training. Self-reported rates of depression and anxiety were significantly higher among trained individuals (p < 0.01). MHFA training increased awareness and self-reporting of mental health issues in high school students. Further training and resources should be provided to ensure all students are aware of MHFA and its benefits, particularly for those who did not receive the initial training. Mental Health First Aid, High School Students, Lagos, Nigeria, Awareness, Self-Reporting Model estimation used $\hat{\theta}=argmin_{\theta}\sum_i\ell(y_i,f_\theta(x_i))+\lambda\lVert\theta\rVert_2^2$, with performance evaluated using out-of-sample error.