Peri-menopausal women may experience a range of symptoms which affect quality of life and for which there may be no treatment. The aim of the study was to evaluate whether a mindfulness-based stress reduction (MBSR) intervention delivered to peri-menopausal women could alleviate preclinical symptoms of depressive moods. Patients presenting in a gynaecology department were screened for peri-menopausal symptoms. Women with preclinical anxiety, depression and/or sleep disturbance who met the inclusion criteria were invited to participate in the study. Group training was held twice a week for eight weeks; self-practice was assigned and reported. Symptoms were assessed at baseline and upon completion. Participants’ reports on self-practice were collected besides the 16 -h class contact. Of all 128 enrolled women, 7 (5.5 %) did not complete the program and were excluded. Baseline scores (N = 121) were 63.42 ± 5.54 (mean ± SD) for anxiety; 68.31 ± 4.72 for depression; and 18.37 ± 2.24 for sleep disturbance. Upon completion of the program, symptoms were improved, and symptom scores lower (p < 0.01): 48.26 ± 6.47 for anxiety, 50.27 ± 6.54 for depression, and 10.64 ± 4.38 for sleep disturbance. Besides group training, 59 participants (48.8 %) did self-practice at least 3 times/week; 39 participants (32.2 %) did 1–2 times/week; and 23 participants (19.0 %) did none. Frequency of self-practice was associated with magnitude of symptom relief (p < 0.01). MBSR may be a useful self-care tool for peri-menopausal women experiencing depressive moods. Clinical trials and follow-up studies are needed to understand the pattern of incorporating MBSR in self-management, and any long-term health effects.