The main aim of this thesis was to explore the effectiveness and acceptability of alternative interventions for facilitating help-seeking and improving the mental health of young adult males. Based on recommendations for innovative ways to develop interventions that facilitate mental health help-seeking specific to men (Addis & Mahalik, 2003), the interventions employed in this thesis integrate exercise and psychotherapeutic strategies, and make use of sport as a vehicle for mental health promotion. Findings from the Randomised Controlled Trial (RCT) comprising study 1 provided support for a team-sport/psychosocial intervention (Back of the Net; BTN programme) for improving depressive symptoms among men. Employing qualitative methodology, study 2 explored men’s perceptions and experiences of receipt, implementation and acceptability of the BTN programme. Findings from this process evaluation reported positively on the use of sport as a vehicle for accessing and engaging men in a mental health intervention. The RCT employed in study 3 found that the combined strategies of exercise and a sports-based psychotherapeutic intervention delivered via the internet were not beneficial for mental health beyond the effects of exercise alone. Thus, the studies comprising this thesis further provide both quantitative and qualitative evidence in support of the effectiveness of exercise for improving mental health. With respect to the therapeutic processes that may mediate the antidepressant effect of exercise, study 4 reports on exercise self-efficacy, physical self-concept and global self-esteem as potential mechanisms of change. Temporal findings from study 4 suggest that these psychosocial mechanisms may be important factors associated with the effect of exercise on depression. Overall, the findings from this thesis advance our understanding of the effectiveness and acceptability of exercise and CBT-based interventions delivered within the context of sport for young men’s mental health.