This study determined the effects of a skiing intervention lasting 12 weeks on the psycho-physiological reactivity to and recovery from mental stressors in individuals who are 60+ years of age. In accordance with the cross-stressor hypothesis, it was assumed that a skiing intervention optimizes psycho-physiological pre-conditions for coping with stress. A cognitive task was used to investigate stress-induced changes (reactivity) in the high-frequency (HF) component of the heart rate variability (HRV) and in the skin conductance level (SCL) as well as recovery from this stressor. The intervention group demonstrated a significant increase in maximal oxygen consumption that was not accompanied by alterations in HRV at rest. In comparison with the control group, there was no difference in the alteration of the reactivity and recovery in the HF component and in the SCL after completing the training. The findings indicate that neither the psycho-physiological reactivity nor the recovery was influenced by the skiing intervention. It may be speculated that the intensity of the skiing intervention was too low to induce such adaptations. Therefore, further studies are encouraged to enhance the duration and intensity of the exercises to achieve adaptations of the autonomous nervous system of elderly individuals.