Adaptive actions, including healthy thinking and meaningful activities, have been associated with emotional wellbeing. The Things You Do Questionnaire—21 item (TYDQ-21) has recently been created to measure the frequency of such actions. A study using the TYDQ-21 found that adaptive actions increased across Internet-delivered therapy for symptoms of depression and anxiety, and higher TYDQ-21 scores were associated with lower psychological distress at post-treatment. The current study examined the relationships between adaptive actions and psychological distress among adults (n = 1114) receiving Internet-delivered therapy as part of routine care in Canada, and explored whether adaptive actions mediated reductions in depression and anxiety. As hypothesised, adaptive actions increased alongside reductions in depression and anxiety symptoms from baseline to post-treatment. Treatment effects were consistent when the intervention was provided with regular weekly therapist support or with optional weekly therapist support, and some (but not all) types of adaptive actions had a mediating effect on change in depressive symptoms. The present findings support further work examining adaptive actions as a mechanism of change in psychotherapy, as well as the utility and scalability of Internet-delivered treatments to target and increase adaptive actions with the aim of improving mental health.