The present evaluation study examines the efficacy of the health promotion program "Aktive Bewaltigung von Arbeitslosigkeit" (AktivA; "active coping with unemployment"), that provides proven cognitive-behavioral techniques for unemployed people. By means of a pre-post-control group, design effects on mental, physical and social-communicative health as well as on general self-efficacy and perceived social support are tested. Two different implementations are regarded: 1) integration of AktivA-training in labour market measures (intervention group (IG) n = 258/control group (KG) n = 211), 2) freely accessible AktivA-training that is advertised to unemployed people (IG n = 184/KG n = 111). Immediately after the training, both intervention groups in comparison to the control groups show a significant reduction of health complaints. For participants in the freely accessible training, perceived social support also increases. While the effects for the free access still exist three months after the training, they cannot be sustained in the context of the labor market institutions. Potential influencing factors such as different pre-test health scores of the intervention groups, motivational differences, and possible confounding with the expiration of the labour market measure are discussed.