Military gendarmes are frequently exposed to events with traumatic impact, with negative effects on emotional and physical health. The present research aims to analyse the effectiveness of Military Resilience Training (MRTR), a psychological intervention programme developed to reduce perceived stress, increase the perception of adaptive resources and strengthen resilience. Ninety‐eight participants who met the inclusion criteria were enroled in a single‐blind randomized controlled trial. The psychological training programme was implemented in the intervention group (n = 48) for a duration of 5 months. The participants in the control group (n = 50) were scheduled to start the training later. The levels of perceived stress, adaptive resources and resilience were measured in all participants, from the intervention and the control group, before and after the intervention, and at a 3‐month follow‐up. The effects of the intervention (Cohen's d) were very high for adaptive resources (d = 0.99), self‐schemes (d = 1.33), family support (d = 0.70), and partner support (d = 0.66), average for resilience (d = 0.53) and stress (d = 0.49), with very high effects on military task demands (d = 1.19) and averages for friction with authority (d = 0.51). The effects were obtained only in the intervention group, and all gains were maintained at follow‐up. This study provides evidence of the effectiveness of MRTR, a psychological intervention implemented in the military gendarmerie population. In the short and long term, MRTR has significant effects in reducing perceived stress, increasing the perception of adaptive resources and strengthening the resilience of military gendarmes.