BACKGROUND: In our pilot study, we investigated the psychological (well-being and personal coping strategies) and physiological (assessed by heart rate variability (HRV)) effects of the newly developed activity-based stress release (ABSR) program for people with depressive disorders, also in combination with burnout symptoms and/or anxiety disorders. METHODS: A single-arm prospective observational study was carried out. Twenty participants diagnosed with depression and burnout or anxiety disorders were invited to participate in the 8-week ABSR program. All participants filled in two questionnaires (the multidimensional mental state questionnaire and the Ehrenfeld inventory on coping style) before, directly after and 2 months after the 8-week ABSR program. In addition, all participants were offered a 24-hour Holter ECG measurement before, directly after and 2 months after the 8-week ABSR program to measure HRV. RESULTS: Calmness and serenity showed a statistically significant improvement after the 8-week ABSR program. However, complete questionnaire sets were not available from all of the participants. In the four individuals who had agreed to a 24-hour Holter ECG, the overall HRV and parasympathetic activity increased. CONCLUSIONS: The ABSR program is an encouraging novel therapeutic approach: A significant improvement in calmness and serenity was observed after ABSR. A larger and controlled trial of this treatment option in depression and burnout is recommended. It should be further investigated how ABSR affects task-evoked and resting brain activity, and what effects it has on the cardiovascular system in general (better blood flow and normalization of activity are to be expected).