This study assessed the effectiveness of counterfactual reasoning and relaxation training in reducing worry and defensive pessimism. Thirty-three participants classified as both worriers and defensive pessimists were allocated to either counterfactual reasoning, relaxation training, or control groups. Participants in counterfactual reasoning and relaxation training groups attended four weekly training sessions. Significant reductions in worry between pre- and post-test were evident for scores on the Worry Domains Questionnaire, as well as a reduced tendency to engage in the kind of prototypical thinking characteristic of defensive pessimists as assessed by the Defensive Pessimism / Strategic Optimism Strategy Prototypes Questionnaire. Reductions were also evident in the percentage of the day spent worrying, the intrusiveness of worries, and ratings of the likelihood of worry events occurring.