Background: Missed appointments are common in psychiatric practice. It compromises quality of care, results in poor treatment outcomes and drains financial resources. In Nigeria, where mental health services are poorly organized, missed appointments and its resultant consequences may be burdensome. Aim: This study sought to determine the prevalence and factors (sociodemographic and clinical) associated with missed clinic appointments at a regional psychiatric hospital. Subjects and Methods: A study on a cohort of patients attending the Outpatient Clinics for the first time between June and September 2011 was conducted. We interviewed each participant at their first presentation then tracked through case records to determine adherence to scheduled first clinic appointments after 4 weeks. A questionnaire was used in eliciting sociodemographic characteristics, clinical variables, and patient/caregiver satisfaction with treatment. Descriptive statistics were used to summarize the data and inferential statistics to test associations using the SPSS 16. Results: Three hundred and ten patients were recruited over the study period. The prevalence of missed first appointment was 32.6% (101/310). Participants who were single (P = 0.04), living alone (P < 0.01) or aggressive (P < 0.01) were more likely to miss their first appointment. However, having received previous treatment for a psychiatric illness (P = 0.02) and having comorbidity (P = 0.05) was associated with less likelihood to miss a first appointment. A binary logistic regression analysis showed that having received previous treatment independently predicted a less likelihood to miss first appointment (P = 0.03). Conclusion: Quite a proportion (32.6%) of patients attending outpatient clinics miss scheduled clinic appointments. Receiving previous psychiatric care predicted adherence to scheduled appointment.