Work-related stress is a significant risk for healthcare workers (HCWs). This study aims at evaluating the effectiveness of an individual psychological support programme for hospital workers. In all, 35 workers participated (n). A control group of 245 workers (7n) was set. Occupational distress was measured by the General Health Questionnaire, (GHQ-12), the quality of life by the Short Form-36 health survey, (SF-36), and sickness absence was recorded. Costs and benefits of the service were evaluated and the return on investment (ROI) was calculated. The level of distress was significantly reduced in the treated group at the end of the follow-up (p < 0.001). Quality of life had significantly improved (p < 0.003). A 60% reduction of sickness absence days (SADs) following the intervention was recorded. After the treatment, absenteeism in cases was significantly lower than in controls (p < 0.02). The individual improvement of mental health and quality of life was significantly correlated with the number of meetings with the psychologist (p < 0.01 and p < 0.03, respectively). The recovery of direct costs due to reduced sick leave absence was significantly higher than the costs of the programme; ROI was 2.73. The results must be examined with caution, given the very limited number of workers treated; this first study, however, encouraged us to continue the experience.