The impact of controlled breathing on cognitive and affective processing has been recognized since ancient times, giving rise to multiple practices aimed at achieving different psychophysical states, mostly related to mental clarity and focus, stress reduction and relaxation. Previous scientific research explored the effects of unilateral nostril breathing (UNB) over brain activity, emotional and cognitive functions. Most evidence concluded for a contralateral effect, but many other controversial results make it difficult to come to an unambiguous interpretation. In the present study, we invited a pilot sample of 20 participants to take part in an 8-days breathing training, assigned either to the right nostril (URNB) or the left nostril breathing condition (ULNB). Then, each day, we assessed participants’ well-being indices with mood and mind-wandering scales. Results revealed that, after the daily practice, both groups reported improved well-being perception. However, the effect was specifically related to the nostril involved. URNB produced more benefits in terms of stress reduction and relaxation, while ULNB significantly reduced mind-wandering occurrences, increasingly over time. Our results are only partially in agreement with previous evidence, indicating the need for a more complex interpretive model that considers multiple brain networks and integrates central and peripheral nervous systems.