Present study is designed to investigate the effects of stress management training by using cognitive be- havioral method on anxiety and depression among parents of children with mental retardation. This study is a quasi-experiment that designed as pretest and post-test with control group. The statistical population of study included all parents with mental retarded children from city of Babol in 2011-2012. Sample population was including 40 parents that were selected cluster sampling and allocated in experimental and control groups (20 parents for experimental group and 20 for control group). The experimental group trained during 10 sessions of stress management with method of cognitive-behavioral, whereas during this period the control group did not received any intervention. Both groups in pre-test and post-test assessed by using anxiety and depression scale and results were analyzed by using independent t-test. The results of t-test showed that there were no significant differences between two groups in pre-test, but stress man- agement training with method of cognitive-behavioral in experimental group were significantly reduced scores of anxiety and depression. The results of this study showed that stress management by using cogni- tive-behavioral method decreases depression and anxiety scores compared with the control group. Due to psychological problems of parents with mental retarded children, cognitive-behavioral stress management training program can be used as intervention method to reduce anxiety and depression in order to decrease vulnerability.