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Difficulties in emotion regulation are recognized as transdiagnostic processes that contribute to psychological vulnerability, particularly under prolonged adversity such as long-term unemployment. This pilot study assessed the effectiveness of structured emotion regulation training in reducing psychological distress and promoting adaptive regulation strategies among individuals facing prolonged unemployment. Seventy-five adults were randomized to an intervention group (n = 30), which received Affect Regulation Training (ART), or a waitlist control group (n = 45). Participants completed validated self-report measures pre- and post-intervention, including the Beck Depression Inventory (BDI-II), Outcome Questionnaire (OQ-45.2), Psychological Well-Being Scale (PWBS), Positive and Negative Affect Schedule (PANAS), Difficulties in Emotion Regulation Scale (DERS), and Cognitive Emotion Regulation Questionnaire (CERQ). Compared with the waitlist control group, the intervention group showed reductions in depressive symptoms and psychological distress, along with improvements in emotion regulation and psychological well-being. These findings support the feasibility and preliminary efficacy of ART in vulnerable populations. This pilot trial provides initial evidence that an intervention targeting emotion regulation can enhance psychological functioning in individuals facing long-term unemployment. While further studies with larger, more diverse samples and longer-term follow-ups are needed, the present preliminary results point to the potential of ART as a scalable, low-intensity, transdiagnostic approach.