One core characteristic of active music therapy is the facilitation of emotional expression through the creation of music improvisations. In an attempt to further develop this approach, we created an enhanced form of integrative improvisational music therapy by including 10 minutes of resonance frequency breathing (RFB) at the beginning of the sessions. RFB is a type of slow breathing known for its ability to reduce stress and support emotional regulation. This paper summarizes the common findings of three single-case experimental studies and introduces a provisional model to explain the observed effects of RFB. During the breathing itself, all three clients (two of them healthy and one diagnosed with anxiety disorder) displayed significantly higher relaxation levels compared to the control intervention, as seen through their level of heart rate variability (HRV), a measure of autonomic nervous system response. We also found an association between RFB and the high-frequency HRV component (HFnu) during music-making, with the two healthy clients presenting lower HFnu after RFB, whereas the opposite was true for the diagnosed client. Finally, talking and music-making proved to be two very different activities in terms of HRV, each client perceiving one of them as systematically more stressful than the other. RFB appears to be an adaptive intervention providing either emotional upregulation or downregulation depending on the client’s needs, while keeping arousal levels inside the window of tolerance. Between-group studies would be required to determine whether the addition of RFB also leads to better therapeutic outcomes.