Medical, nursing, and other healthcare students undergo specific stressors. Their mental health represents a priority for universities and the entire community. This review aimed to gather evidence about the effectiveness of individual psychological counselling offered by universities to healthcare students. A systematic review was conducted by searching PubMed, Scopus, and APA PsycInfo. A total of 1906 records were identified. The selection resulted in six studies published between 1994 and 2014. The most common design was quasi-experimental. Half focused on medical students and often interventions comprised other elements. Outcomes were related to mental health issues, academic performance, or both. The results showed statistically significant improvements, with some exceptions. The present review highlighted some specific characteristics that must be considered in order to fill the existing gap in this field, such as widening the range of studied outcomes, improving the description of the intervention, and planning randomized controlled trials (RCT) to compare strategies.