The core values in the Nordic welfare model are health equality and social inclusion. Individuals with mental disorders and/or a history of substance use disorder are often excluded from the core value of equality. Psychosocial interventions such as physical activity and outdoor life can have several benefits for those suffering from mental disorders. Firstly, such interventions can have therapeutic effects. Secondly, they show benefits for somatic health and the risk of lifestyle-related diseases. Finally, they can provide an environment for experiencing self-efficacy, lead to improved quality of life, and promote the development and building of social relationships. This paper provides a critical review of current evidence for physical activity and outdoor life as psychosocial interventions in psychiatric and substance misuse treatment, with specific examples from Norway, Sweden and Denmark.