This study aims to determine whether it is possible to modify executive function in stressed individuals by means of cognitive-behavioral therapy for stress management. Thirty-one people with high levels of perceived stress were recruited into the study (treatment group = 18; wait-list group = 13). The treatment group received 14 weeks of stress management program. Psychological and executive function variables were evaluated in both groups pre and post-intervention. The treatment group showed improved psychological variables of perceived stress (t = 5.492; p = .001), vulnerability to stress (t = 4.061; p = .001) and superstitious thinking (t = 2.961; p = .009). Likewise, the results showed statistically significant differences in personality variables related to executive function, positive urgency (t = 3.585; p = .002) and sensitivity to reward (t = –2.201; p = .042), which improved after the therapy. These variables showed a moderate to high effect size (oscillates between 1.30 for perceived stress and .566 for sensitivity to reward). The cognitive-behavioral therapy for stress management may be an appropriate strategy for improving personality construct components related to executive function, however effects of the therapy are not showed on performance on the tests of executive function applied, as presented studies previous.