Incarcerated individuals exhibit a high incidence of stress-related disorders, including addiction and posttraumatic stress disorder (PTSD), as well as the added stress of captivity. Access to stress-reduction tools is limited for these individuals. One possible approach may be regular structured yoga classes. Using two approaches, we tested the effectiveness of a brief, intensive yoga intervention in a population of incarcerated women in a county jail. The first approach was an examination of archival data collected as part of a program analysis. Individuals showed considerable reduction in self-reported stress following a single yoga session. The second approach was an experimental study using a week-long yoga intervention. Thirty-four participants were assigned to either the yoga or control group for the first week. In the second week, the conditions were reversed. Participants were assessed weekly, before and after intervention. Baseline scores revealed high rates of depression, stress, and exposure to traumatic life events compared to normative data. Stress and depression were assessed using the Perceived Stress Scale and Beck Depression Inventory, respectively. Compared to controls, participants reported less depression after a week of daily yoga sessions. Perceived stress declined under both control and yoga conditions. Due to the transient nature of the jail institution, it is important to examine interventions that can be provided on a short-term basis. Although there were limitations in this study, the results support the conclusion that the brief yoga intervention had a positive effect on participants’ well-being.