Background: While cardiac rehabilitation (CR) primarily focuses on restoring physical strength, preventing relapse, and reducing rehospitalization rates, psychological interventions play a complementary role by supporting mental health, which is crucial for patients’ long-term adherence and overall recovery. The effectiveness of psychological interventions in CR is debated, and while technologies like virtual reality (VR) therapy show promise, they have limitations for patients with coronary artery disease (CAD). Therefore, this study examines non-sleep deep rest (NSDR) relaxation, a novel and easily implementable technique, and compares its impact on depression, anxiety, and stress with VR therapy and standard care. Methods: Forty-five CAD patients undergoing CR in ambulatory conditions were divided into three groups: the NSDR group, which received eight sessions of NSDR relaxation as part of their rehabilitation; the VR group, which received eight sessions of VR therapy as part of their rehabilitation; and the control group, which received standard care including Schultz Autogenic Training (SAT). The outcomes were measured using the Hospital Anxiety and Depression Scale (HADS) and the Perception of Stress Questionnaire (PSQ). Results: Both NSDR relaxation and VR therapy were effective in reducing the HADS total score, anxiety levels, the PSQ general score, and emotional tension. No significant differences were observed between the two treatment approaches. However, SAT was found to be insufficient for effectively improving the mental state of cardiac patients. Conclusions: This study suggests that NSDR relaxation is an effective psychotherapeutic intervention in CR. NSDR and VR therapy showed similar benefits, offering promising alternatives to traditional methods. Integrating these techniques could enhance patient outcomes and adherence in CR. Further research is needed to refine these interventions and optimize their clinical application.