Common features in chronic inflammatory disease patients (CIDP) are inflammation, mental stress (MS), and autonomic nervous system imbalance. Whole-body cryotherapy (WBC) exposure and regular physical exercise are known to regulate these features. In this study, we assessed the impact of regular physical exercise and the use of WBC exposure in CIDP on the level of electrical skin resistance (SR) to evaluate the skin sympathetic nervous activity and and estimate MS levels. SR was evaluated before and after a 10-day-period of daily physical exercise preceded or not by WBC (3 min at -110°C) in two groups of 134 CIDP (WBC vs. non-WBC groups). At baseline, the number of severe MS patients was similar in both groups. However, after the training period, the number of severe MS patients significantly decreased in the WBC group, only. An increase in SR (a decrease in stress level) was noted in the WBC group only, and such increase was higher in men than in women and in patients younger than 60 versus patients older than 60 years old. The use of daily WBC combined with physical exercise induced physiological adaptations and lowered the sympathetic nervous activity that may reflect a reduced level of MS in CIDP. These adaptations seem to depend on gender and age.