Multicomponent cardiac rehabilitation (CR) is a secondary prevention strategy for cardiac patients to tackle stress and psychosocial wellbeing. However, there is a lack of data on its psychoneuroimmunological effects and of biomarkers to determine individual risk and to develop treatment strategies. We conducted a pilot randomized controlled trial (RCT) to investigate the feasibility of deriving psychophysiological stress markers in patients with cardiovascular diseases. Thirty individuals with cardiovascular disease (mean age 58.8 years; 23.3% female) were enrolled and randomized into three treatment groups: standard rehabilitation, yoga, or transcendental meditation (TM). Depression, anxiety, sleep, stress perception, personality functioning, hair cortisol, serum tryptophan, kynurenine and neopterin concentrations were estimated at baseline and after a four-week intervention. Hair cortisol levels decreased significantly after rehabilitation in all groups (F = 15.98, p < 0.001). In addition, personality functioning improved in all patients over time. Participants with impairments in personality functioning showed a positive correlation with baseline neopterin that did not remain significant after Bonferroni correction. Concentrations of serum tryptophan and its metabolite kynurenine did not change significantly. This pilot RCT provides preliminary evidence of multicomponent CR leading to stabilization of hair cortisol levels and improved psychophysiological wellbeing and personality functioning. Impairments in personality functioning were correlated with neopterin levels, which may impact the symptomatology and outcome.