Women’s mental health is significantly impacted by psychological stressors such as stress, anxiety, depression, anger, self-silencing behaviour and fear of sexual assault. These negative emotions not only cause discomfort in life but also limit the freedom of expression and interaction. Self-defence is now considered a means of enhancing one’s mental capability and empowerment. The current study focuses on the effects of self-defence training in lowering negative psychological states related to women’s overall well-being. Seven quantitative studies meeting the inclusion criteria were systematically analysed to assess the effects of self-defence training on women. These studies were sourced from electronic databases, including ResearchGate, PubMed, Google Scholar, Scopus, and ScienceDirect, using keywords such as “self-defence training,” “mental health,” “women,” “psychological states,” “empowerment,” etc. The main psychological factors considered during this study include fear, stress, anxiety, depression, anger, and self-silencing behaviour. Findings indicate that self-defence training is effective in reducing fear, stress, anxiety, depression, anger, and self-silencing behaviour. Moreover, self-defence training also increases a person’s feeling of control and safety. Therefore, this review highlights the benefits of self-defence training in reducing negative psychological states, emphasising its value as a holistic approach to mental health and women’s empowerment in the 21st century. Further research may focus on the long-term impact of martial arts on mental health and improve techniques to ensure maximum psychological benefits.