Objective: to systematically search for randomized controlled trials comparing the effects of high-intensity interval training (HIIT) protocols vs. control without exercise or other exercise protocols, in patients with mental disorders experiencing depressive symptoms, and to provide some guidance based on the current HIIT literature to improve further interventions. Methods: we searched for relevant studies, published by 18 August 2022 on PubMed, Embase, PsycINFO and SPORTDiscus databases, that used a HIIT protocol, involving adults (≥18 years) with a diagnosis of a mental disorder, participating in a HIIT or a control condition, and assessed for depressive symptoms. Results: Four studies accounting for 108 participants (n HIIT = 55; n comparison groups = 53) met the inclusion criteria. Three out of the four studies included found significant improvements of depressive symptoms after 12 days to 8 weeks of intervention. However, there were no differences to other forms of low-to-moderate continuous exercise in 2/3 studies. Conclusions: The limited evidence suggests the effectiveness of HIIT interventions for improving depressive symptoms in people with mental illness. However, HIIT was not superior to other exercise treatments, although a trend for its superiority may be recognized. A number of methodological issues should be considered in further interventions to better characterize and identify the most efficient HIIT modalities for the treatment of depressive symptoms in these patients.