Over the past decade, self-administered mindfulness interventions, such as those administered via phone apps, have become increasingly popular. However, their effectiveness for regulating stress is unclear. In a multi-site study (Nsites = 37, Nparticipants = 2,239; all fluent English speakers) we experimentally investigated the efficacy of four single, stand-alone mindfulness exercises (versus three active control conditions) on self-reported stress with Bayesian mixed-effects models. All mindfulness exercises proved to be more efficacious than the active control conditions in reducing participants’ self-reported stress levels. Between the control condition (M = 1.95) and the condition with the largest reduction in stress levels (Body Scan; M = 1.68), there was a mean difference of 0.27 on a four-point scale, (Cohen’s d = -.56) indicating a small decrease in stress. Our findings suggest that brief mindfulness exercises may be beneficial in reducing stress, even though we cannot fully distinguish between true effects and demand effects.