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 Smithwas 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.

When his boss passed his desk and remarked “just settle down, it’s not a big deal,” Mr. Smith says, “I wanted to explode with anger.” He was so shaken that he emerged with a new career purpose. After leaving that job, he earned two master’s degrees, in clinical therapy and business, and became an executive coach and team-building consultant, says Mr. Smith, founder of TheWorkplaceTherapist.com.

Advising someone to relax can mask a variety of motives. The underlying message may be, “I can’t stand the way you’re making me feel, so stop it,” says Joseph Burgo, a clinical psychologist and writer best known for his work on narcissism.

If it is a loved one giving the order to relax, it may reflect a genuine need—for instance, for calm time together. Nina Batson of Tinton Falls, N.J., sometimes rushes to get laundry and other housework done in the evening after work. If her 13-year-old daughter Tati tells her, “Oh, Mom, relax, slow down,” Ms. Batson stops to watch TV with her for a while, talk, laugh and have a cup of tea, even though she knows it will take her longer to finish the chores.

If you’re criticized for appearing stressed, pause and take a deep breath before responding, says Debra Burdick, an Enfield, Conn., speaker and author of books on mindfulness. Try not to take it personally, and regard it as a cue to address the underlying problems.

Consider starting a conversation about reducing the causes of stress, says Jordan Friedman, a New York City stress coach. Acknowledge that you’re feeling the strain, and then add, “It would be great if we could sit down at the beginning of next week and figure out how to make this process less stressful for me and everyone else.”

Also, take a moment to “hold up a mirror and take a look” at whether your style of working might be stressful to others, says Nancy Ancowitz, a New York City presentation and career coach. If so, say thanks for the feedback, and try reducing stress through exercise, more frequent breaks, deep breathing or other techniques.Embracing more realistic expectations of yourself can help in some situations. Adam Maof New York City, a graduate student whose first language is Mandarin, was extremely nervous several years ago when he stepped up to give a presentation to 40 fellow students. He wanted his English to be perfect, and he had memorized rigid rules about maintaining good posture and constant eye contact with listeners. When his professor told him in front of the whole class to “calm down,” Mr. Ma says, at first, “it just made me feel worse.”

But then, “I decided to adjust my expectations to be more comfortable,” he says. He allowed himself to use his notes and to pause now and then to look away from the audience, have a sip of water and take a breath. “I felt such relief,” he says. He felt he made an emotional connection with listeners, who applauded warmly, and he scored an A for the course.

Mr. Ma, who also works full-time as a project and process manager, says telling colleagues before making a presentation that he is feeling stressed helps him relax and “helps prepare people for what they’re going to get and how they can help me,” he says. “And probably, people will make a couple of jokes, and we will have some laughs.”

To help calm someone who is stressed, acknowledge his or her feelings first by saying, “Looks like you’re having a tough day,” Ms. Ancowitz says. Show empathy and ask open-ended questions such as “Tell me what’s going on,” to give the person a chance to talk about his or her feelings. You could acknowledge that it’s been a stressful time for everybody, saying, “Other people are feeling the pressure too. Let’s try to figure this out as a group,” Mr. Friedman says. If a discussion is getting heated, suggest taking a break for a walk, a cup of coffee or lunch.

In New York City, Glenn Chiarello, who has been a dentist for 30 years, says he never tells his patients to relax, even though most new ones are nervous. “Instead, I become inquisitive. ‘How do you feel about having this work done today?’ ” he says. Most patients start talking, and as he listens, “they do in fact do what we want them to do: They start to relax.”