Emotional flexibility advancement has been found to be highly effective in clinical settings to treat, for example, depression, anxiety, and chronic pain. Developing these skills in the working context has also shown very encouraging results in public sector settings. Also, a few studies have revealed effectiveness in a private sector setting, but no studies have yet looked at the effectiveness of developing these skills amongst high-paced, high-demanding, and highly-educated knowledge workers. In this pilot training intervention study, we report evidence that emotional flexibility can be developed in this context. We conducted an experiment with treatment and control groups, with only the treatment group receiving an emotional flexibility training. Emotional flexibility improved significantly for the treatment group, whereas the improvements were minimal or negative for the control group. Furthermore, we reveal that General self-efficacy improved amongst treatment group participants (and not for control group participants), and that this is associated with emotional flexibility. Finally, we show that the improvements were higher for participants starting from a lower baseline.