One way to reduce fear and lack of compliance during veterinary procedures is ‘cooperative care training’, training animals to voluntarily participate in husbandry and medical care. Here we assessed the effects of cooperative care training on heart rate (HR), heart rate variability (HRV), tympanic membrane temperature (TMT) and compliance (i.e., all steps of the examination completed) of dogs during a veterinary examination. A blinded controlled trial with 47 dogs (training group (TG): 26; control group (CG): 21) was carried out. Forty dogs completed the study (TG: 22, CG:18). Dogs and their owners took part in a standardized veterinary visit twice (visit interval: 140 ± 23 days). In between, the TG took part in cooperative care training (10 ± 2 group training sessions, additional training at home). Linear mixed models were calculated (fixed effects HR/HRV: group* visit* period, TMT: group* visit; random effect: dogID). Compliance (completed steps of exam) was analyzed using McNemar tests. HR/HRV was higher/lower during the veterinary examination compared to the waiting room (period: p < 0.001), indicating that the examination was more stressful. No significant differences in HR/HRV regarding group*visit were found. TMT, taken at the end of each examination, resulted in a significant group*visit interaction (p = 0.008); stress appeared increased during visit 2 in the CG whereas in the TG a heterogeneous pattern, with 42% of dogs with reduced rightward bias, was observed. Compliance was lower in the TG during the second visit (p = 0.04). Trainer and owners claimed observable improvement of behavior during training and a decrease in HR between visits correlated significantly with trainer perception of high training success (rs = −0.52, p = 0.049). Overall, transfer of trained skills to the veterinary examination performed by a team blinded to the group allocation was poor. TMT analyses and HR/HRV data within the training group, suggest that the training had differing effects on the dogs based on their previous tolerance of handling and their progress made during training. Further research how to optimize training programs, including desensitization and counterconditioning, and their outcomes is needed.