Introduction: Caregivers of youth with mental health (MH) challenges are often faced with complex problems in relation to caring for their youth. Family Connections™ (FC) is a 12‐week skills training program for families of individuals with MH challenges, developed originally for Borderline Personality Disorder. Research is needed to examine the effectiveness of FC for caregivers of youth with diverse MH challenges. Objective: To examine the effectiveness of FC for caregivers of youth with MH challenges. Methods: A total of 94 caregivers of youth with MH challenges participated in FC, across three sites in Ontario, Canada. Assessments occurred at baseline, 6 weeks, 12 weeks and follow‐up. Primary outcomes include the Burden Assessment Scale and The Stress Index for Parents of Adolescents. Secondary outcomes included the caregiver's report of child behaviour, affect, mastery, coping and grief. Linear mixed model analyses were conducted, where time and the time × site interaction were defined as the fixed effects. Results: Statistically significant improvements over time were observed across outcome measures, including caregiver burden, grief, coping, and other measures. The time × site interaction was only significant for burden (P = .005). Conclusion: This study demonstrates the effectiveness of FC for caregivers of youth with MH challenges. Future research should focus on differences across geographical sites and facilitation models. Patient or public contribution: Caregivers were involved in the facilitation of FC. A person with lived experience was involved in analysing the data, reporting the results, and drafting the manuscript.