A total of 48 students were randomly assigned to stress reduction training before exams with self-hypnosis, Johrei or a mock neurofeedback relaxation control. Peripheral blood lymphocyte subpopulations and self-reported stress were measured before training and 1–2 months later as exams approached. Absolute number and percentages of CD3⁺CD4⁺ and CD3⁺CD8⁺ T-lymphocytes, CD3^–CD56⁺ natural killer cells (NK cells) and NK cell cytotoxic activity was measured from venous blood. Stressed participants showed small but significant declines in both CD3^–CD56⁺ NK cell percentages and NK cell cytotoxic activity levels while CD3⁺CD4⁺ T-cell percentages increased, changes supported by correlations with perceived stress. The effects of stress were moderated in those who learned Johrei at exam time; 11/12 showed increases in CD3^–CD56⁺ NK cell percentages with decreased percentages of CD3⁺CD4⁺ T-cells, effects not seen in the relaxation control group. Stress was also buffered in those who learned and practised self-hypnosis, in whom CD3^–CD56⁺ NK cell and CD3⁺CD4⁺ T-cell levels were maintained and whose CD3⁺CD8⁺ T-cell percentages, shown previously to decline with exams, increased. The results complement beneficial effects on mood of self-hypnosis and Johrei.