Query items user was mentioned in

Use this predicate:

• Field: "ID"
• Operator: "In"
• Value: "@RecentMentions"

This automatically filters for work items, where current user has been mentioned.

I found it in predefined filter "Mentioned" in "Work Items" section. If you click on "Open in Queries" button, you will get a query with above filter. (This section can even remove the need for that query...)

Note: at present time, works only in VSTS.

https://{org}.visualstudio.com/{project}/_workitems/mentioned/

This would achieve the same result.