As mental disorders constitute a core health care challenge of the 21th century, increased research efforts on preventive interventions are indispensable. In the field of clinical psychology, indicated preventive interventions targeted to those with initial symptomatology appear particularly promising. Applied relaxation (AR) is a well-established intervention technique proven to effectively reduce tension/distress, anxiety and depressive symptoms in the context of treatment of a wide variety of manifest mental disorders as well as somatic illnesses. However, it has not been studied so far whether AR as indicated preventive intervention in subjects with initial symptomatology but no full-threshold mental disorder yet is capable to prevent a further symptom escalation. This randomized controlled trial in subjects with elevated tension/distress, anxiety or depressive symptomatology aims to investigate whether an AR intervention (10 sessions à 60 min) can (a) effectively reduce present psychopathological symptoms as well as (b) prevent a further symptom progression to full-threshold DSM-5 mental disorders. Putative mediators (physiological, emotional, cognitive and behavioral changes including heart rate and heart rate variability, hair and salivary cortisol secretion, affectivity, self-efficacy, internal locus of control and cognitive / behavioral coping) and moderators (sex, age, symptom severity at baseline and homework adherence during the intervention course) of the intervention/preventive efficacy will be additionally studied. Predictor and outcome measures will be assessed both conventionally (via personal interview, questionnaires and physiological measures during the respective main assessment) and with ecological momentary assessments (EMA, applied via smart phone over a 1-week interval following the respective main assessment) in everyday life.