Background: The period following the pandemic has witnessed a surge in depression, distress, and anxiety, alongside a rise in digitalization. This has underscored the necessity of finding alternatives to in-person interventions for mental well-being. According to positive psychology, compassion and gratitude can alleviate anxiety and depression. This pilot study investigates the impact of a four-week self-directed online training program that emphasizes compassion and gratitude as essential components of women's psychological well-being. Methods: For this randomized controlled trial, a sample of 51 women aged between 21 and 39 years was selected. The experimental group (n = 26) underwent a four-week training program on compassion and gratitude, which included psychoeducation, compassion exercises, and journaling. The control group was a waitlist control group (n = 25). Participants' levels of compassion and gratitude were assessed before and after the four-week program using standardized self-report surveys. The German Self-Compassion Scale (SCS-G) and the German Multi-Component Gratitude Measure (MCGM-G) were utilized to examine the differences between the experimental group and the waitlist control group over time, a repeated measures ANOVA was conducted. Results: The study shows that participants in the experimental group experienced a significant improvement in both compassion and gratitude skills. Furthermore, there was a strong positive correlation between compassion and gratitude. Conclusion: The findings of the pilot study suggest that a brief self-directed online program aimed at cultivating compassion and gratitude can enhance factors that are crucial to women's mental well-being. Further research is necessary to examine the long-term effects of these interventions and their suitability for diverse demographics. Trial registration: The trail was registered 23.12.2022 at German Clinical Trails Registre. Registration ID: DRKS00030973.