Relaxation techniques, such as progressive muscle relaxation and autogenic training, are widely and successfully applied. However, there is little theorizing integrating the affective, as well as the cognitive and the physiological correlates of relaxation. In this article, each of these different aspects of relaxation is discussed. At a cognitive level, consensus seems to exist that relaxation is related to an increased focus on internal sensations and a decreased attention for external stimuli. The affective and physiological features of relaxation, however, appear to be less clear. Whereas relaxation is often classified as a state characterized by positive valence and low arousal, it appears that relaxation can have quite different affective qualities depending on the individual. Physiological markers of relaxation have been extensively studied, but still there are many gaps to bridge. Although evidence suggests that a physiological relaxation response consists of a hypometabolic state, relaxation studies focussing on EEG, heart rate, finger temperature, skin conductance, autonomic activity and respiration cast doubts on this hypothesis. The latter two physiological systems and their importance in the development of new relaxation techniques are highlighted.