Moor mud applications in the form of packs and baths are widely used therapeutically as part of balneotherapy. They are commonly given as therapy for musculoskeletal disorders, with their thermo-physical effects being furthest studied. Moor baths are one of the key therapeutic elements in our recently developed and evaluated 3-week prevention program for subjects with high stress level and increased risk of developing a burnout syndrome. An embedded pilot study add-on to this core project was carried out to assess the relaxing effect of a single moor bath. During the prevention program, 78 participants received a total of seven moor applications, each consisting of a moor bath (42 °C, 20 min, given between 02:30 and 05:20 p.m.) followed by resting period (20 min). Before and after the first moor application in week 1, and the penultimate moor application in week 3, salivary cortisol was collected, blood pressure and heart rate were measured, and mood state (Multidimensional Mood State Questionnaire) was assessed. A Friedman test of differences among repeated measures was conducted. Post hoc analyses were performed using the Wilcoxon signed-rank test. A significant decrease in salivary cortisol concentration was seen between pre- and post-moor bath in week 1 (Z = -3.355, p = 0.0008). A non-significant decrease was seen between pre- and post-moor bath in week 3. Mood state improved significantly after both moor baths. This pilot study has provided initial evidence on the stress-relieving effects of single moor baths, which can be a sensible and recommendable therapeutic element of multimodal stress-reducing prevention programs. The full potential of moor baths still needs to be validated. A randomized controlled trial should be conducted comparing this balneo-therapeutic approach against other types of stress reduction interventions.