The extent to which sleep is causally related to mental health is unclear. One way to test the causal link is to evaluate the extent to which interventions that improve sleep quality also improve mental health. We conducted a meta-analysis of randomised controlled trials that reported the effects of an intervention that improved sleep on composite mental health, as well as on seven specific mental health difficulties. 65 trials comprising 72 interventions and N = 8608 participants were included. Improving sleep led to a significant medium-sized effect on composite mental health (g+ = −0.53), depression (g+ = −0.63), anxiety (g+ = −0.51), and rumination (g+ = −0.49), as well as significant small-to-medium sized effects on stress (g+ = −0.42), and finally small significant effects on positive psychosis symptoms (g+ = −0.26). We also found a dose response relationship, in that greater improvements in sleep quality led to greater improvements in mental health. Our findings suggest that sleep is causally related to the experience of mental health difficulties. Future research might consider how interventions that improve sleep could be incorporated into mental health services, as well as the mechanisms of action that explain how sleep exerts an effect on mental health.