The purpose of this study was to examine the extent to which participation in structured outdoor programs is associated with improvements in adolescent health and well-being. Students (n = 160) were recruited from three secondary schools in Victoria, Australia. Adolescents completed online surveys 3 weeks before camp (Time 1), 1 week before camp (Time 2), and 1 week after camp (Time 3). Positive changes were observed on some indicators of emotional well-being (fear and self-efficacy), as well as peer and school connectedness. No camp effects were found for depression, aggression, well-being, friend connectedness, teacher connectedness, and nature connectedness. Results support the view that structured outdoor programs may have a beneficial effect on well-being. However, effects were not ubiquitous (they were domain specific), which warrants further investigation.