Patients on dialysis experience psychological distress, which can impact pain perception. Reduction of stress and anxiety in patients provides psychological resources to cope with their physical condition. We examined the efficacy of relaxation training on stress, anxiety, and pain perception of hemodialysis (HD) patients. eighty HD patients were randomized into two groups (intervention and control). Benson relaxation training was implemented in the intervention group for 15 min twice daily during 4 weeks. Pain perception, stress, and anxiety scale were evaluated before and after intervention. There were significant differences between pain perception, stress, and anxiety levels in case group before and after intervention (P < 0.001) and there was a correlation between pain perception with stress and anxiety. Instructing Benson's relaxation technique is accompanied by reducing pain, stress, and anxiety level of HD patients. Reducing stress and anxiety can provide calmness for the patients so that pursuing medical therapy would be accompanied with more tranquility and low pain intensity. We suggest improving and preventing the patients' psychological problems as well as other chronic disorders through applying nonpharmacological interventions.