Physical activities which allow to “burn” the produced under stress adrenaline and cortisol seem to be one of the most common factors of stress reduction. However, our experiments showed that the effectiveness of physical activity has a number of features which depend on the type of exercise and it’s intensity. The experiment carried out in Moscow sport club involved 28 healthy women aged 30 to 40 years. All subjects at the time of their arrival experienced a moderate stress caused by different situations occured during the day. None of the subjects received any psychological or medical care and did not use any medication. Stress level was determined by physiological (heart rate - HR, blood pressure - BP) and psychological criteria (tests & questionnaires). Primary analysis of stress levels was carried out approximately 1 hour after stress release. The subjects were asked to choose between 3 types of physical activity: group swimming pool activities, personal training on the treadmill, or skiing in the forest area. The distribution of participants in the experiment was as follows: collective training in the swimming pool – 8 subjects; individual training on the treadmill – 13 subjects; skiing in the forest area – 7 subjects. Exercises lasted for 90 min. 60 min. after cessation of physical activity the level of stress has been reassessed following the same criteria. Analysis of the results showed: 1. reduction of physiological & phychological indicators of stress in all subjects; 2. group swimming pool sessions appeared to be the most effective exercise to reduce stress levels, skiing was less effective, and the least effective was training on the treadmill; 3. physical activities, under which the HR increased by an average of 20 units and the BP by an average of 10 units from an individual norm, were the most contributive to the reduction of stress. Conclusions: 1. physical activities are effective in reducing stress indicators even after 1 to 24 hours after stress; 2. effectiveness of physical activity is directly proportional to the positive emotional factors, such as pleasant sensory perceptions and affiliation; 3. exercises with increase in HR over 20 units and in BP over 10 units can aggravate the initial stress.