Our objective was to evaluate the effect of 12 weeks of stress management training (SMT), physical exercise (PE) and an integrated health programme (IHP) in a worksite setting on subjective health complaints. To do this, we randomly split 860 employees into the following groups: control (n = 344), PE (n = 189), IHP (comprising physical exercise and health information) (n = 165) and SMT (n = 162). There were no significant effects on subjective health complaints, sick leave or job stress. However, strong and specific positive effects were experienced for the particular goal areas defined for each intervention. The PE group showed improved general health, physical fitness and muscle pain, while the SMT group showed improved stress management. The IHP group showed the strongest effects, affecting most goals set for treatment.