This study tested the effectiveness of an adventure-based training programme in promoting the psychological well-being of primary schoolchildren. A randomised controlled trial was conducted, with 56 primary school pupils randomly assigned to the experimental group participating in the adventure-based training programme and 64 to the attention placebo control group. Children in the experimental group reported significantly fewer depressive symptoms, lower anxiety levels and higher self-esteem than those in the attention placebo control group. This study provides some evidence that the adventure-based training programme is effective in promoting the psychological well-being of Hong Kong Chinese schoolchildren.