Background: Several studies have demonstrated that adjuvant therapies as exercise and breathing training are effective in improving cardiac autonomic control (CAC) in patients with affective spectrum disorders. However, the effects of Sudarshan Kriya Yoga (SKY) on autonomic function in this population is unknown. Our objective was to test the hypothesis that SKY training improves CAC and cardiorespiratory coupling in patients with anxiety and/or depression disorders. Methods: Forty-six patients with a diagnosis of anxiety and/or depression disorders (DSM-IV) were consecutively enrolled and divided in two groups: 1) conventional therapy (Control) and 2) conventional therapy associated with SKY (Treatment) for 15 days. Anxiety and depression levels were determined using quantitative questionnaires. For the assessment of CAC and cardiorespiratory coupling, cardiorespiratory traces were analyzed using monovariate and bivariate autoregressive spectral analysis, respectively. Results: After 15-days, we observed a reduction of anxiety and depression levels only in Treatment group. Moreover, sympathetic modulation and CAC were significantly lower while parasympathetic modulation and cardiorespiratory coupling were significantly higher in the Treatment compared to Control group. Conclusions: Intensive breathing training using SKY approach improves anxiety and/or depressive disorders as well as CAC and cardiorespiratory coupling. These finding suggest that the SKY training may be a useful non pharmacological intervention to improve symptoms and reduce cardiovascular risk in patients with anxiety/ depression disorders.