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This systematic review summarised and evaluated the evidence for associations between green space and adolescents’ mental well-being. The PRISMA statement guidelines were followed for reporting systematic reviews. Fourteen articles met the inclusion criteria for this review. Synthesis suggests beneficial associations between green space exposure and reduced stress, positive mood, less depressive symptoms, better emotional well-being, improved mental health and behaviour, and decreased psychological distress in adolescents. Several studies found the relationship varied by demographic and socio-economic factors. The limited number of studies and the risk of bias were the main limitations, together with heterogeneity regarding green space and mental well-being assessments. Overall, this review highlights the potential contribution of green space in schoolyards. Improving the availability, accessibility and quality of green space is likely to generate positive impacts on adolescents’ mental well-being. More consistent evidence on the use of different types of green space and perceptions of features are needed in the future.