Evidence suggests that living with asthma is linked with psychological and behavioural factors including self-management and treatment adherence, and therefore, there is a reasonable hypothesis that nonpharmacological treatments may improve health outcomes in people living with this condition. A systematic review of randomized controlled trials (RCTs) of nonpharmacological interventions for adults with asthma was designed. Databases searched included The Cochrane Airways Group Register of trials, CENTRAL and Psychinfo. The literature search was conducted until May 2014. Twenty-three studies met the inclusion criteria and were organized into four groups: relaxation-based therapies (n = 9); mindfulness (n = 1), biofeedback techniques (n = 3); cognitive behavioural therapies (CBT) (n = 5); and multicomponent interventions (n = 5). A variety of outcome measures were used, even when trials belonged to the same grouping, which limited the ability to conduct meaningful meta-analyses. Deficiencies in the current evidence base, notably trial heterogeneity, means that application to clinical practice is limited and clear guidelines regarding the use of nonpharmacological therapies in asthma is limited. Relaxation and CBT, however, appear to have a consistent positive effect on asthma-related quality of life and some psychological outcomes, and lung function (relaxation only). Future trials should be informed by previous work to harmonize the interventions under study and outcome measures used to determine their effectiveness; only then will meaningful meta-analyses inform clinical practice.