Stress Management Training (SMT) may be an effective treatment for patients diagnosed with anxiety and depression. An SMT package has been given to active regular military personnel diagnosed with anxiety and depression under the care of the Department of Community Mental Health (DCMH), RAF Brize Norton. The SMT was not standardised and provided psycho-education and generic anxiety management. This thesis describes attendees (n=90) of the unstandardised SMT. The unstandardised SMT was then standardised and its effectiveness was investigated by means of a Randomised Controlled Trial (RCT). The RCT compared participants (n=53) who received standardised SMT to those on the waiting list (control group) (n=45). Outcome measures used in the RCT were the General Health Questionnaire (GHQ-28), Beck Depression Inventory (BDI-II), Beck Anxiety Inventory (BAI) and Clinical Global Impression (CGI). The results of the unstandardised SMT study showed that most attendees (91%) were diagnosed with adjustment disorders prior to the study. Most attendees (57%) met the threshold, as determined by the BDI-II, for a possible depressive disorder by the time they received the unstandardised SMT. This finding was replicated in the RCT where most participants (94%) were diagnosed with adjustment disorders prior to the study but most participants (81%) exceeded the threshold, as determined by the BDI-II, for a possible depressive disorder by the time they received the standardised SMT. The results of the RCT showed that standardised SMT had a short term beneficial effect at six weeks in participants with high scores on the BDI-II but not in participants with high scores on the BAI. This effect was no longer present at 12 weeks. This thesis does not support the continued use of SMT as a tertiary stress management intervention within the military or the wider adoption of standardised SMT to treat regular, active military personnel with diagnoses of anxiety or depressive disorders. This thesis recommends that the military may wish to test the effectiveness of providing different stress management interventions as a secondary stress management intervention instead.