Background: Psychological interventions, such as relaxation training, have been applied to strengthen resistance to disease. There is evidence that relaxation can modify immune parameters in healthy populations and in chemotherapy naive cancer patients. Methods: In this study, 22 patients receiving chemotherapy for ovarian cancer were allocated to relaxation training with a clinical psychologist or to a control group. After 2 months’ training, blood was sampled 2 days before chemotherapy in the patients’ homes, and at the hospital prior to treatment. Results: On average, the intervention group showed higher lymphocyte counts, and a tendency to higher white blood cell numbers as compared to the control group. No significant effects were found in proliferative responses to mitogen and natural killer cell activity after intervention. Relaxation training did not modify the magnitude of changes in immune variables between home samples and at the hospital in anticipation of treatment. Conclusion: The study suggests that relaxation training can positively affect immune parameters in cancer patients, even if training is performed during myelosuppressive therapy.