Background/Objectives: Depression, anxiety, and stress are common mental health issues that affect individuals worldwide. This systematic review and meta-analysis examined the effectiveness of various lifestyle interventions including physical activity, dietary changes, and sleep hygiene in reducing the symptoms of depression, anxiety, and stress. Using stress as an outcome and conducting detailed subgroup analyses, this study provides novel insights into the differential effects of lifestyle interventions across diverse populations. Methods: Five databases were systematically searched: PubMed, Web of Science, Scopus, Cochrane Library, and Google Scholar, for gray literature searches. Keywords were used to search each database. The search period was from the conception of the databases until August 2023 and was conducted in English. For each analysis, Hedges’ g was reported with a 95% confidence interval (CI) based on the random-effects method. Subgroups were analyzed and heterogeneity and publication bias were examined. Results: Ninety-six randomized clinical trial studies were included in this meta-analysis. Lifestyle interventions reduced depression (Hedges g −0.21, 95% confidence interval −0.26, −0.15; p < 0.001; I2 = 56.57), anxiety (Hedges g −0.24, 95% confidence interval −0.32, −0.15; p < 0.001; I2 = 59.25), and stress (−0.34, −0.11; p < 0.001; I2 = 61.40). Conclusions: Lifestyle interventions offer a more accessible and cost-effective alternative to traditional treatments and provide targeted benefits for different psychological symptoms.