A majority of infertile women experience emotional problems, such as anxiety and depression. Nurses need nonpharmacological methods rather than drugs to address women's emotional distress during the in vitro fertilization (IVF) process. The purpose of this study was to examine the effect of progressive muscle relaxation exercises and laughter therapy on the mental health and treatment outcomes of women receiving IVF treatment. This parallel-group, randomized controlled trial was conducted in a private IVF center. Participants were randomly assigned to the intervention group (IG; n = 71) and control group (CG; n = 70). The IG received progressive muscle relaxation and laughter therapy for 40 min in each session for 3–4 sessions, whereas the CG received routine care. Data were obtained from the patient information form, State-Trait Anxiety Inventory, Beck Depression Inventory, and medical records. The questionnaire was completed at recruitment (T1) and oocyte pick-up day (T2). In the evaluation performed on the day of the oocyte pick-up, depression and trait anxiety scores of the IG were found to be lower than those in the CG, and the effect size was small. Group × time interaction was significant for depression (large effect size) and trait anxiety (small effect size). The estradiol levels, the number of oocytes, transfer status, and pregnancy rates (according to a blood test) were similar between groups. Women receiving IVF treatment who received progressive muscle relaxation and laughter therapy demonstrated psychological changes; however, the treatment did not affect medical outcomes.