The aim of this study was to examine the effectiveness of Progressive Muscle Relaxation (PMR) as part of a Worksite Health Promotion Program on self-perceived stress, anxiety and depression among male automotive assembly-line workers through a quasi-experimental trial. Two assembly plants were chosen with one receiving PMR therapy and the other Pamphlets. Intention to-treat analysis was conducted to test the effectiveness of the relaxation therapy. Stress, Depression and Anxiety levels were measured using the shortened DASS-21 questionnaire. Data were analyzed using Chi-square, Independent sample t test and Repeated-measures analysis of variance to test the significance of the effects of intervention (time * group) for the measures of Stress, Depression and Anxiety. Significant favourable intervention effects on stress were found in the PMR group (Effect size = 0.6) as compared to the Pamphlet group (Effect size = 0.2). There was a significant group *time interaction effect (p < 0.001) on Stress levels. Depression and Anxiety levels were minimal at baseline in both the groups with mild or no reduction in levels. The improvement in stress levels showed the potential of PMR therapy as a coping strategy at the workplace. Further research in this field is necessary to examine the beneficial effects of coping strategies in the workplace.