Objectives: This pilot study developed an adventure-based cognitive behavioral intervention (aCBI) program and tests its effectiveness in improving the mental health of Chinese university students in Hong Kong. Method: A total of 217 undergraduate students participated in an aCBI program in the form of an interdisciplinary general education course in a university in Hong Kong. A battery of standardized online questionnaires was administered to the students before joining and upon completion of the course, and at a 3-month follow-up test. Results: The participants showed a significant reduction of psychological distress, perceived stress, depressive symptoms, and negative thoughts and emotions and a significant increase of positive thoughts upon immediate completion of the program. The positive effects maintained at the 3-month follow-up test. Conclusion: The integration of cognitive behavioral intervention and adventure training in a class setting might be an effective and feasible approach for the mental health counseling of university students. Copyright ©2021 SAGE Publications.