The aim of this pilot intervention study was to assess the effectiveness of selected forms of therapy (massage and relaxation) in reducing the perceived burden and improving the emotional status of caregivers of people with dementia and to determine which form of physical intervention is most effective. The study group was made up of 45 informal caregivers, who were divided into three subgroups (the massage group, relaxation group and control group). The Caregiver Burden Scale (CBS), Beck Depression Inventory (BDI), Berlin Social Support Scale (BSSS) and the Satisfaction with Life Scale (SWLS) were used. In the study group of caregivers, an average level of perceived burden, satisfactory life satisfaction and moderate severity of depressive symptoms were found. Massage led to a reduction in perceived burden and an improvement in mood and well-being of the examined group of caregivers. Group relaxation activities had no effect on the level of burden experienced by the caregivers, but significantly improved their mood. Both massage and relaxation were equally effective in improving the well-being of caregivers. Due to the lower cost of group activities, relaxation activities seem to be more effective and easier to organize, but further studies are necessary.