A charity is calling for new guidelines to ensure people with mental health problems are followed up within 48 hours of leaving hospital.
Mind Cymru claims people are twice as likely to attempt suicide if not called within a week of being discharged.
They found just one of Wales' health boards records how many people receive follow-up calls after discharge.
The Welsh Government's mental health strategy says every board should be recording the information.
"This doesn't mean no-one is getting follow-up contact, it means health boards who are planning and delivering services simply don't know," said Rhiannon Hedge, policy and campaigns officer at Mind Cymru.
"We know this is the time when people can be extremely vulnerable. By follow-up we mean a face-to-face chat or telephone contact from a mental health professional saying 'are you ok or how are you coping'.
"That is to ensure they are not falling back into a mental health crisis and the lack of data for us was really worrying."
Mental health campaigner Louisa Tanner, who has had depression and anxiety
"I've been in hospital a few times and it has varied on each occasion.
"Last year I was in hospital and I was discharged following just a couple of days stay and I was supposed to be discharged to the crisis team.
"They saw me and said I was too high risk to be worked on in the community so they said they weren't going to work with me, bearing in mind I'd just been discharged from hospital so I didn't have any support from them either.
"An incident happened that same night because I felt so awful that I had been discharged and hadn't got any support and I ended up in hospital the very next day.
"I was also discharged from hospital last month and because I was out of area - 93 miles away from home - in the only mental health bed they had available in Wales, they discharged me to the crisis team.
"I found out the crisis team had not been informed so I had to inform them myself. Thankfully I was in a good enough mental state to do it - but if people aren't in a good enough mental state to do that then they could just fall between the cracks.
"No-one knew I was being discharged so better communication needs to be done certainly."
A freedom of information request by Mind discovered that only one of Wales' health boards, Aneurin Bevan in the old Gwent area of south east Wales, has been centrally collecting data in the last 12 months about follow-up contact for everyone they have discharged from hospital following a mental health crisis.
The Welsh Government wants health boards to contact discharged patients within five working days.
But Mind Cymru believes that everyone who leaves a mental health hospital should receive such follow up within 48 hours.
"We know that when people are discharged from hospital they are at their most vulnerable in the first 48 hours," added Ms Hedge.
"We strongly believe that a follow-up target of five days is not enough. Vulnerable people need support much sooner than that, and we want Welsh Government to adopt the 48 hour target as a matter of urgency."