Artificial intelligence promises to revolutionize mental health care, but small dataset sizes and lack of robust methods raise concerns about result generalizability. To provide insights on minimal necessary data set sizes, we explore domain-specific learning curves for digital intervention dropout predictions based on 3654 users from a single study (ISRCTN13716228, 26/02/2016). Prediction performance is analyzed based on dataset size (N = 100–3654), feature groups (F = 2–129), and algorithm choice (from Naive Bayes to Neural Networks). The results substantiate the concern that small datasets (N ≤ 300) overestimate predictive power. For uninformative feature groups, in-sample prediction performance was negatively correlated with dataset size. Sophisticated models overfitted in small datasets but maximized holdout test results in larger datasets. While N = 500 mitigated overfitting, performance did not converge until N = 750–1500. Consequently, we propose minimum dataset sizes of N = 500–1000. As such, this study offers an empirical reference for researchers designing or interpreting AI studies on Digital Mental Health Intervention data.