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Depressive disorders are increasingly prevalent, yet current treatments often fall short of providing effective, long-term relief. While still in its early stages as a treatment for major depressive disorder (MDD), adventure travel shows promise as an alternative or complement to traditional therapies such as psychotherapy and pharmacotherapy. This systematic literature review synthesizes 45 articles evaluating adventure travel and related interventions for adults aged 18 and older diagnosed with MDD, as well as those experiencing general mental health and well-being concerns without a formal diagnosis. The review is framed through behavioral activation theory, which encourages engagement in activities aligned with personal values and interests. Although conclusive evidence is lacking, certain components of successful adventure travel interventions have emerged, suggesting potential benefits not fully addressed by traditional treatments. However, these interventions may not be suitable for all individuals, particularly those with severe health concerns. Mental health professionals must conduct thorough assessments, including physical, financial, and mental health evaluations, to determine client suitability. Insufficient empirical evidence and challenges with standardization hinder the widespread adoption of adventure travel for MDD. With no randomized controlled trials or direct comparisons to evidence-based therapies available, further research is essential to establish adventure travel as an evidence-based treatment for MDD. Specialized training for practitioners will be key in ensuring safe and effective implementation. While adventure travel holds potential as a treatment for MDD, more rigorous research is needed to fully integrate it into mainstream mental health care.