Joe Williams, a Wiradjuri man and Indigenous mental health advocate, and Christine Morgan, the newly appointed suicide prevention adviser to the Prime Minister, received the fourth annual Mental Health Prize on Wednesday night.

The former Rabbitohs player and author of Defying the Enemy Within, who has had his own mental health issues, said he was truly humbled by the award.

"Obviously we don't do these sorts of things for rewards or pats on the backs but to be nominated and then named a finalist and then to be named a co-winner it has blown me away," he said.

"Nothing changes for me, I am still Joe and I will always be for the people advocating for people on the ground."

Since starting his organisation in 2014, Mr Williams has not received any funding from the government in his mission.

He hopes the new accolade will help reach a wider audience.

Mr Williams recently released his book in the United States and Canada, and travelled the States on a book launch.

He added his focus is now shifting to helping First Nations people across the world heal from trauma.

"We might be on different parts of the earth, but our trauma stems from the effects of colonisation," he said.

"Maybe we need to look at the First People's way of healing to heal a broader community."

Mr Williams said he will always consider Wagga his home, despite now being based out of Dubbo.

The prize was established in 2016 through UNSW's School of Psychiatry to recognise people who have made outstanding contributions to mental health awareness or its prevention and treatment.

The finalists were counsellor and youth worker Connie Boglis, managing director of the Zero Suicide Institute of Australasia Sue Murray, psychiatrist and founder of the Black Dog Institute Professor Gordon Parker, district coordinator for Aboriginal mental health and drug and alcohol at Western NSW local health district Donna Stanley, and chief executive of Ambulance Victoria Associate Professor Tony Walker.