COVID-19 changed and challenged education, with schools obliged to adapt to online settings. This study aims to evaluate the impact of a mental health curriculum implemented at schools, considering the implementation settings: online, onsite, and mixed (online and onsite). From kindergarten to high school, 933 students were evaluated by teachers regarding their social and emotional learning, strengths and difficulties, and academic outcomesin two measuring times: pre- and post-test. A qualitative analysis of teachers’ adaptations to the online implementation was also conducted. Results revealed a positive impact with both mixed and onsite implementation. However, the mixed format demonstrated significant positive changes between the pre—and post-test, namely in relationship skills, responsible decision-making, internalized problems, and academic achievement. The mixed format with few online activities appears to have a more positive impact on students. Nevertheless, implementing social and emotional skills (SES) activities exclusively online seems to positively affect some SES domains more than onsite and mixed formats. Teachers used synchronous (e.g., digital platforms) and asynchronous (e.g., extra resources) adaptations for the implementation. This study shows that implementing mental health programs at schools, in this case, PROMEHS, is beneficial for students, even amidst the pandemic, and regardless of the implementation settings.