The aims of this study were to validate the efficacy of progressive muscle relaxation (PMR) in patients with atopic dermatitis and to evaluate the serological parameters that may serve as objective measures of the efficacy of PMR. A total of 25 patients with atopic dermatitis were randomly assigned to either a PMR group (n = 15) or a control group (n = 10). Serum levels of nerve growth, neuropeptide Y, and Th2 cytokines (IL-4, IL-5, and IL-13) were measured at baseline and after one month. At baseline, only anxiety was positively correlated with pruritus score (state anxiety: R = 0.496, p = 0.014; trait anxiety: R = 0.423, p = 0.04). Serum levels of neuropeptide Y were inversely related to the State-Trait Anxiety Inventory (STAI) (state anxiety: R = -0.475, p = 0.019; trait anxiety: R = -0.418, p = 0.042) and pruritus scores (R = -0.451, p = 0.035). After one month of PMR therapy, the degree of pruritus and loss of sleep was significantly decreased in the PMR group (p < 0.001), but not among controls. State anxiety scores showed significant improvement after treatment only in the PMR group (p = 0.005). There were no significant changes in the serological parameters in either group. Reductions in Eczema Area and Severity Index (EASI) scores were significant, but similar, in both groups. PMR may be a useful adjunctive modality for the management of atopic dermatitis through the reduction of anxiety. No change was found in biological parameters, but it was observed that neuropeptide Y may be related to high levels of anxiety in atopic dermatitis at baseline.