Robust population-based research has established that sexual and gender minority youths (SGMYs) are at an increased risk of mental ill-health, but there is a dearth of literature that seeks to explore how to best support SGMY mental wellbeing. This scoping review aims to identify findings related to coping strategies and/or interventions for building resilience and/or enhancing the mental wellbeing of SGMYs. PRISMA extension for scoping review (PRISMA-ScR) guidelines was utilized for this review. Studies were included if they were peer-reviewed papers containing primary data; reported psycho-social coping strategies for SGMY; were conducted with SGMYs in the adolescent age range; and were published in English. MEDLINE, Embase, and PsycINFO databases were searched. Of the 3692 papers initially identified, 68 papers were included with 24 intervention-focused studies of 17 unique interventions found. The most commonly cited therapeutic modality was cognitive behavioral therapy (CBT) (n = 11 studies). Despite the need to support the mental wellbeing of SGMYs, few interventions focused on this area and unique populations have been reported upon in the peer-reviewed literature. As a result, there is considerable potential to develop supports for SGMYs.