This study aimed to review the existing published and grey literature describing the concepts of self-management, self-care, and self-help, and to capture strategies or techniques related to these concepts, for adolescents with emotional problems. Emotional problems are rising amongst adolescents, yet timely access to specialist mental health treatment is limited to those with greater severity of mental health difficulties. Self-management, self-care, and self-help strategies may be used by adolescents with emotional problems both in terms of those waiting for treatment and to prevent relapse. Given the overlap in existing definitions and the lack of clarity around these concepts in an adolescent mental health context, a scoping review of the literature is warranted to provide clarity. Eligible studies were those involving adolescents aged 10 to 19 years with symptoms of emotional problems. Studies referenced self-management, self-care, or self-help, not involving a professional, in this population. Quantitative, qualitative, economic, and mixed methods studies, as well as systematic, scoping, and literature reviews, from 2000 onwards and in the English language, were eligible for inclusion. A systematic search was conducted of both published and grey literature. Databases searched included PsycINFO, Medline, Embase, Web of Science, and CINAHL Plus. Mednar was also searched for unpublished studies and grey literature. Tables of themes, terms, and associated strategies are presented alongside a thematic analysis of the results. 62 articles were included. These were 20 quantitative studies, 14 systematic reviews, 10 qualitative studies, five review papers, four book chapters, four mixed methods studies, two dissertations, two meta-analyses and one scoping review and systematic review. Most of the included articles referenced self-help (n = 51), followed by self-management (n = 17) and self-care (n = 6). A total of 12 themes were identified from a reflexive thematic analysis of descriptions (and associated strategies) of self-management, self-help, or self-care in included texts. This scoping review provides clarity on the similarities and differences between how these concepts are discussed, and the strategies which are associated with each of these concepts in the relevant literature. Implications for policy and intervention development for adolescents’ self-management, self-help, and self-care of their mental health are discussed. There is considerable overlap in both the ways in which these concepts are described, and the strategies or approaches proposed in relation to them, supporting previous research suggesting these strategies should be grouped under a single term, such as “self or community approaches.” More research is needed for self-management, self-help, and self-care amongst marginalized groups as these adolescents may have the highest unmet need for mental health support.