BACKGROUND: Mental health is an important issue in the working population. Interventions to improve mental health have included physical activity. AIMS: To review evidence for the effectiveness of workplace physical activity interventions on mental health outcomes. METHODS: A literature search was conducted for studies published between 1990 and August 2013. Inclusion criteria were physical activity trials, working populations and mental health outcomes. Study quality was assessed using the Jadad scale. RESULTS: Of 3684 unique articles identified, 17 met all selection criteria, including 13 randomized controlled trials, 2 comparison trials and 2 controlled trials. Studies were grouped into two key intervention areas: physical activity and yoga exercise. Of eight high-quality trials, two provided strong evidence for a reduction in anxiety, one reported moderate evidence for an improvement in depression symptoms and one provided limited evidence on relieving stress. The remaining trials did not provide evidence on improved mental well-being. CONCLUSIONS: Workplace physical activity and yoga programmes are associated with a significant reduction in depressive symptoms and anxiety, respectively. Their impact on stress relief is less conclusive.