Background: Massage therapy (MT) is a holistic procedure that includes hand pressure (HP), therapeutic communication (TC), and attentive care (AC); together, these procedures could decrease symptoms of depression. Purpose: To study the influence of TC and AC during MT. Methods: Within-subject experimental design with counterbalancing order of treatment. Comparison analysis of the effect of a typical Swedish massage session (SM) with a "sham" massage (ShM; without HP) on the heart rate variability (HRV) mood and affective responses of patients with major depressive disorder (N = 11). During the ShM, clay stones were randomly placed on the body, and the patients were informed about the (sham) therapeutic effect of stones. Findings: A main effect of time showed that after intervention, both SM and ShM increased the HRV (high-frequency power; F[1, 10] = 7.58, p = .02) and reduced scores for anxiety (F[1, 10] = 37.57, p < .001), other feelings (F[1, 10] = 22.64, p = .001), and physical sedation (F[1, 10] = 10.72, p = .008). The SM was associated with more positive affective responses than ShM (qualitative analysis). Conclusions: AC and TC included in MT session improved mood and HRV in the absence of HP. Additional effect on affective responses was observed owing to the HP.