Sunlight controls endogen hormone balances and numerous health effects. Therefore, it is important to provide building users, such as schoolchildren, with sufficient daylight. Too much of it, however, leads to overheating, which is why shading systems are used. Consequently, these systems improve energy balance, but might not have positive effects on present people’s health. Within this study, shading systems were installed in classrooms of a middle school: common shading in two rooms, while two others were equipped with shading blades “Schlotterer RETROLux 80D” in an innovative design, reflecting more daylight indoors. The participating classes were divided between rooms with ordinary daylighting (n = 43) and advanced daylighting (n = 42). They spent, on average, 5 days weekly and 5–8 h daily in these classrooms. Saliva samples were collected during three semesters to detect hormonal changes. Questionnaires were collected to obtain more information about the mental alterations and, furthermore, to support the physiological results. A significant reduction in cortisol levels between 6:30 AM and 11:30 AM (p < 0.001) was observed within the group that had advanced daylighting. Questionnaires show that both groups sleep less as study duration increases (p < 0.001 time effect), but only the control group has a concurrent increase in daytime sleepiness according to relative treatment effects. The results show that increased daylight supply indoors leads to a significant greater reduction in cortisol levels of children and that those positive outcomes can be achieved by using innovative technologies for buildings.