The aim of the present study was to examine the effects of cognitive behavioral group treatment and physical activity for patients with stress-related illnesses. Sixty patients were randomly allocated to one of three groups, so that each group contained twenty patients. Group A received cognitive behavioral group treatment, group B participated in physical activity, and group C constituted a control group thus receiving no treatment during the course of the study. Measurements of autonomic activity, pain sensitivity, and subjective health assessments were performed before and after a 10-week intervention period, consisting of two gatherings per week for the cognitive behavioral treatment group, and two exercise sessions per week for the physical activity group. Each of the two treatment groups assembled at 1.5, 3, and 6 months after the intervention, and follow-up measurements on all participants were performed at 6 and 12 months after the intervention. For comparison, measurements were performed at one occasion on healthy subjects of the same age and gender distribution as the patients. Patients exhibited higher autonomic reactivity to cognitive and physical laboratory tasks (p<0.05), had lower pressure-pain thresholds in the shoulders and lower back (p<0.05), and rated poorer health than healthy subjects (p<0.01). No overall effect of cognitive behavioral group treatment or physical activity was found on autonomic activity (p>0.06) or pressure-pain thresholds (p>0.71), although patients who received cognitive behavioral group treatment reported improved health (p<0.05). The results suggest little difference in effect of cognitive behavioral group treatment and physical activity on patients with stress-related illnesses