Background: Physical activity is a factor by which mental health can be improved. However, the association between mental health and physical exercise, in a “team-based sport” setting within the community, remains unclear. Aims: The current paper aims to provide an evaluation of a football programme, implemented by Time to Change Wales, funded by the Welsh Government, to improve mental health. Methods: Participants attended weekly 90–120 minute football sessions, held in local community venues across Wales, UK, with no requirement on the number of sessions that participants had to attend. A qualitative method was employed to explore the experiences of those who took part. Results: Individuals who participated in the programme reported psychosocial and physical benefits, such as improved physical and mental health, improved social confidence and having a sense of purpose added to their day-to-day living. Factors affecting participation were also identified within the data, such as environmental barriers. Conclusion: The findings provide both support and contextual extension to previous research in this area; demonstrating the positive effects of sport-based therapy for those with mental health difficulties. Implications and conclusions should be used to inform future research into developing community sport-based programmes to improve mental health.