Depression, anxiety, and self-harm occur and co-occur at high rates, representing the most common mental health struggles globally. Numerous studies suggest that disrupted embodiment processes underlie the symptoms of these disorders, and yoga has been shown to unify mind-body elements, enhancing positive embodiment. This chapter provides a summary of the rationale for why yoga is a viable transdiagnostic intervention for depression, anxiety, and possibly self-harm, with current data suggesting yoga is a promising strategy to ameliorate the severity of these mental health conditions. However, improvements to the methodological rigor of the current yoga intervention studies are needed to support definitive conclusions. The chapter concludes with a discussion of innovative future directions to take the study of yoga, highlighting the potential of yoga to be an accessible, alternative, and/or complementary approach to reducing the psychological burden of depression, anxiety, and self-harm.