It’s a paradoxical fact: When someone is getting stressed out, one of the least effective (and perhaps most annoying) things to say is “Relax.”

The directive has exactly the opposite effect on most people. People who instruct a colleague, subordinate or loved one to relax may have good intentions. But it is usually better to resist ordering people to change their emotional state and try a different strategy. If you are on the receiving end of an order to relax, there are countermoves that can keep your blood pressure from soaring higher.

Anna Runyan was working hard on a previous job as a consultant several years ago when her boss approached her desk and told her to relax, adding, “you don’t have to be perfect,” says Ms. Runyan of San Diego.

She felt her face flush with anger. She wanted some acknowledgment of her hard work and tight deadlines, but “he really didn’t understand all the things I was doing,” says Ms. Runyan, founder of ClassyCareerGirl.com, a career and business site for women. “I wanted to shut down.” Afterward, she tried updating her boss more frequently on her workload but left the company the following year.

Relaxing on command is physiologically impossible if “the body is already too acutely stressed to turn it around,” says Wendy Mendes, a professor of emotion at the University of California, San Francisco, and a researcher on stress. While the body responds rapidly to stress, returning to a relaxed state can take 20 to 60 minutes, she says.

Other research shows that trying to hide or suppress an emotion, called “emotion suppression,” typically backfires. When people are told to hide how they feel and try to clamp down on the emotion, “it actually leaks out more,” Dr. Mendes says.

Such misfires can open a deep divide between an employee and a boss. Brandon Smith was extremely stressed on a previous job as a retailing manager years ago, after his boss ordered him on his first day to start laying off several co-workers, says Mr. Smith, now an adjunct professor of business at Emory University in Atlanta.

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