This study aimed to systematically review studies which conducted a controlled mediation analysis in order to examine the potential mechanisms which underlie mindfulness-based programme’s (MBPs) effects on anxiety, depression and psychological distress in any health or mental health population. Searches of six databases (Medline (Ovid), PsycINFO, Cochrane Central Register of Controlled Trials, EMBASE, Cinahal Plus and Cochrane Reviews) were undertaken in September 2020. After removing duplicates, 2052 records were screened, of these 1822 were excluded based on the abstract and 230 were further assessed for eligibility against the full study inclusion criteria. Full texts were acquired for the 11 studies which met the inclusion criteria. The quality of the methodologies of each of these 11 studies were assessed using the Cochrane risk of bias tool (Higgins et al., 2011). The quality of the findings from each study relating to the hypothesised mechanisms of action of the MBP reviewed were evaluated using Alsubaie et al. (2017)’s framework for abstracting and interpreting mechanistic study quality, derived from recommendations made by Kazdin (2007, 2009). We found preliminary evidence that MBCT/MBSR treatment effects on anxiety and depression may be mediated by hypothesised mechanisms, such as mindfulness, rumination, worry, self-compassion, cognitive reactivity, aversion, attention regulation skills and positive affect. An overall lack of methodological rigour does preclude us from making any definitive conclusions on causality. The results from this study do however provide some insights into what the potential causal pathways connecting MBPs with improved anxiety and depression might be.