Background: COVID-19 restrictions have led to social isolation affecting youth’s health, particularly at-risk youth. Objectives: We examined whether an online mentoring health intervention (OMHI) would strengthen characteristics that can prevent risky behaviors: resilience, perceived social support, psychological distress, and crisis concerns. Methods: Fifty-six secondary-school students participated, 27 in the intervention group and 29 in the control group (mean age 16.18, SD 0.83 vs. 16.62, SD 0.82, respectively). The study took place between March and August 2020. Results: The intervention group was less resilient pre-test, with similar resilience levels as the control group post-test. Intervention group participants presented a significantly higher crisis level pre- and post-test than the control group, as well as an increase in resilience (effect size = 1.88) and social support (effect size = 1.22), while psychological distress significantly decreased (effect size = −1.03). Both groups (intervention vs. control) predicted changes from pre-to-post test for resilience and crisis (adjusted R2 = 0.33, p = 0.001 and R2 = 0.49, p = 0.0001 respectively). Conclusions: OMHI participation was associated with improved resilience and social support, and decreased psychological distress, making it an effective strategy in health promotion for at-risk youth. An online intervention program combining mentoring in physical activity and interpersonal connections may constitute an effective health promotion strategy for at-risk youth, especially in times of crisis.