This pilot study is a randomized controlled trial on the effects of relaxation on anxiety, self-esteem, and emotional regulation in adults with intellectual disabilities (ID) working in a center of supported employment in France. We studied 30 adults with mild or moderate ID who were split at random into a relaxation group (RG, 15 subjects), who completed 10 sessions of relaxation therapy, and a control group (CG, 15 subjects), who were on a waiting list. The method used is the pretest and posttest. Variables were assessed by the State-Trait Anxiety Inventory form Y scale, the Rosenberg Self-Esteem scale, and the Emotion Regulation Questionnaire. We found that in the RG, relaxation significantly reduced state anxiety, t(14, 15) = 17.8***, d = -0.72, and improved self-esteem, t(14, 15) = -7.7***, d = 1.03, and cognitive reappraisal, t(14, 15) = -6.3***, d = 1.3, while the CG showed no change for these variables. We conclude that relaxation seems to be an interesting therapeutic option for reducing anxiety in people with ID in a supported employment setting.