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Objective: To determine the effectiveness of a structured stress management program with Caycedian sophrology on anxiety and depression symptoms in employees. Method: Prospective semi-controlled trial (N=224). Psychometric scales: Hospital Anxiety and Depression Scale (HADS); Spielberger State-Trait Anxiety Inventory (STAI). Results: The intergroup analysis was statistically significant for the HADS and STAI scales (p<0.05) in favor of sophrology. The intragroup analysis (N=207) showed significant decreases in the HADS (p<0.001; ES=0.95 and 0.92) and STAI (p<0.001; ES=1.12 and 1.01) subscales. The HADS-Anxiety subgroups (≤7; ≥8≤10; ≥11) showed larger effect sizes when baseline anxiety levels were higher (ES=0.36 to 2.22). The HADS-Depression subgroups (≤7; ≥8≤10; ≥11) showed larger effect sizes when baseline depression levels were higher (ES=0.83 to 3.51). The results were independent of gender and age. No changes were found for the control group (N=17). Conclusion: A structured stress management program based on Caycedian sophrology is effective in anxiety and depression symptom reduction in groups of employees.