Introduction: depression and anxiety are the most common mental disorders, with a significant prevalence in the general population, increasing after the COVID-19 pandemic. Mindfulness and Self-Compassion have been shown to improve emotional well-being, reduce symptoms of anxiety and stress, and increase overall well-being. However, the impact of group programs involving these interventions in mental health settings and clinical populations requires further exploration. Methods: a quantitative study was designed with a prospective approach in a sample of 24 subjects with a diagnosis of depression or anxiety. A non-standardized group program based on Mindfulness and Self-Compassion was applied for eight weeks. Participants completed the Self-Compassion scale and the Pemberton Index before and after the intervention. Results: the results indicate that the intervention had a significant positive impact on the participants. The dimensions associated with Self-compassion and Non-Compassionate Aspects presented statistically significant changes. Self-Compassion improved significantly, while Mindfulness showed no change. Subjective Well-being also improved significantly in all its dimensions. Conclusions: the group intervention based on Mindfulness and Self-compassion had a significant positive impact on the participants. The results suggest that Self-Compassion practices may be more effective in promoting emotional well-being than those focused exclusively on Mindfulness, especially in the clinical setting. These findings are consistent with existing literature and raise an interesting debate about the clinical relevance of Self-Compassion alone compared to Mindfulness.