Background: There is a dearth of literature that reports on what first-generation immigrants, asylum seekers and refugee young people see as effective self-help tools in matters relating to mental health. Some 50 million first-generation migrant children and young people may have experienced violence, loss and displacement. This can lead to young migrants suffering with negative psychological and social impacts, and support can be lacking. Government policy may fail to elicit and act on young people’s concerns and needs. Therefore, schools are a key focus for providing support, but there is little evidence to guide policy and practice. This thesis details the first stage of a comprehensive systematic enquiry that was designed to address this matter by developing participatory action research (PAR) methods to engage young people directly on the matter of self-help. Aim: To develop an accessible self-help tool to improve the mental well-being of young, first-generation immigrants, asylum-seekers and refugees in the United Kingdom. Methods: Participatory action research was undertaken with 11 young migrants from Iran, Iraq, Mexico, Poland, Romania, Russia, Syria and Ukraine. A community of inquiry and critical pedagogy was adopted to plan, implement, and evaluate participatory action research activities to facilitate meaningful engagement with young people, so that further insight into young people’s understanding of mental health and self-help could be discovered. Following focus groups, interviews and workshops, six-phase thematic analysis was applied. Findings: Significant anxiety was prompted as students struggled to fit in to new environments, with ongoing feelings of stress, social isolation, and discrimination. The priorities were to support young people with language, “welcome with a smile”, embrace cultures, break down barriers, and end isolation and discrimination. These were addressed through a peer-to-peer programme developed by the young people. Conclusion: This whole-school approach established a strategy and a process by which migrant young people were facilitated to express their support needs and preferences. This resulted in a culturally acceptable peer-support programme that supported the mental well-being of students: “Smile’s Bounce-Up”. Implications for Health and Social Policy: Through participatory methods, schools can demonstrate to young people that they are key stakeholders and have the capacity to contribute to their own mental health and well-being. This study adds to the evidence base for national and local policy to be founded on the expressed preferences of migrant young people in improving their mental wellbeing.