(1) Background: There is limited evidence on the impact of arts therapies as a tool for prevention of mental health difficulties in childhood. This pilot randomised controlled study aimed to investigate the impact of arts therapies on children’s mental health and wellbeing; the qualitative and arts-based evidence is presented in this article. (2) Methods: Sixty-two children (aged 7-10) with mild emotional and behavioral difficulties were recruited across four primary schools, and were randomly assigned to either: art therapy, music therapy, dance movement therapy, or dramatherapy. All children were interviewed individually after their participation in arts therapies. (3) Results: Children verbally and artistically expressed that they experienced positive changes in their mental health and wellbeing, such as improved self-expression, safety, empowerment, hope and optimism for the future. Arts were particularly important for expressing complex emotions and feelings that cannot be easily verbalised. Recommendations are provided to improve the quality of group arts therapies in future interventions, such as through smaller groups, longer sessions, and strategies to protect the therapeutic environment. (4) Conclusions: This study embraced all arts therapies as one research domain and set children’s verbal and non-verbal responses at the heart of outcome evaluation. This article highlights the importance of incorporating qualitative and arts-based methods to capture changes in children’s mental health wellbeing in future experimental studies.