Background: Surdashan Kriya Yoga (SKY) is a procedure that in various studies, has shown evidences of efficacy in alleviating Depression and Anxiety disorders, but in Europe and USA it has not been studied yet on a Caucasian population as an adjunct therapy for psychiatric Disorders.Methods: The study involved a sample of consenting women and men (n ¼69) who received SKY therapy for a six-month time period. They were assessed at recruitment, after two weeks, after three months and after six months using Hamilton Rating Scale for Anxiety (HRSA), Hamilton Rating Scale for Depression (HRSD), Zung Self-Rating Anxiety Scale (ZSAS), Zung Self-Rating Depression Scale (ZSDS) and Symptom Checklist-90 (SCL-90). Results: All the analyses have shown that SKY therapy significantly reduces the scores of Anxiety and Depression. This is plain, especially after the initial SKY treatment, which is followed by a long plateau phase that seems to verge on no Anxiety/Depression scores. It was found that SKY effects lead to a significant convergence between the self-assessment (Zung Self-Rating Scale) and hetero-assessment (Hamilton Rating Scale). Limitations: The study should be replicated on a larger clinical sample in a controlled trial to learn more about the effectiveness of SKY Protocol. Conclusions: Participation in SKY adjunct therapy ten days intense workshop and follow-ups, coupled with daily individual and independent practice of a simplified protocol of breathing techniques (30 min), can lead to significant reduction in levels of Anxiety and Depression.