During tertiary education, students embark on a journey of role exploration and decision-making about their future, to define who they want to be in their adult lives. Psychological services for students may be needed to help students gain better awareness of their mental health. The purpose of this systematic literature review is to analyze psychological interventions for university students in Europe. The review was conducted per the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines. Studies were identified using the Scopus, Web of Science, PubMed, ProQuest Psychology Journals, PsycINFO, and PsycARTICLES databases. The results were classified into seven categories: counseling and group counseling (eight papers); psychodynamic interventions (six papers); cognitive–behavioral interventions (fifteen papers); other psychological interventions (eighteen papers); mindfulness (nine papers); online interventions (seventeen papers); and app and mobile interventions (ten papers). Student psychological services are becoming one of the most important sources of support for students, and the number of approaches offered is expanding. Our results suggest the need to further investigate and promote the provision of psychological care for university students, explore long-term treatment options, and invest in professionally trained staff.