There is evidence that educational programmes may improve patient's compliance with asthma treatment and control symptoms. Whilst medical parameters have been thoroughly studied, few data are available concerning psychological intervention. The aim of our open pilot study was to verify whether any difference in perceived illness and response style to asthma existed in the patients enrolled in an Asthma Rehabilitation Group (ARG) and in a Control Group (CG). Forty consecutive asthmatics were randomly enrolled, all of whom were diagnosed, treated and followed-up according to the International Guidelines. Both groups underwent a psychological assessment at baseline and after one year. A battery of questionnaires was used to obtain data relating to baseline characteristics (anxiety, depression, psychophysiological disorders), emotional reactions to asthma attacks (panic-fear, etc,) and cognitive variables (external control, psychological stigma, internal beliefs, external chance, etc.) involved in the perceived illness. In addition, the Asthma Rehabilitation Group patients underwent an educational programme and a cognitive-behavioural intervention. In both groups, a reduction of anxiety and depression scores was observed, as well as a significant improvement of the medical parameters evaluated. Only the Asthma Rehabilitation Group reported lower scores on the Psychophysiological Questionnaire and on the External Control Subscale after 1 year. The Control Group reported higher score on the External Chance Scale. The data of our study seem to confirm the effectiveness of psychological intervention on the cognitive skills involved in the perception and management of asthma. Larger scale studies on this topic are suggested.