Introduction: Diving with a self-contained underwater breathing apparatus (SCUBA) poses challenges in terms of psychophysiological adaptation due to high pressures, temperature changes, increased heat loss, reduced visibility, and the effects of breathing gases under pressure, all of which disrupt physiological homeostasis. These conditions, combined with psychological stressors such as anxiety and sensory disintegration, can lead to the dysregulation of emotions and physiological reactions. Inadequate cognitive strategies, including catastrophizing and worry, further increase stress and the risk of developing anxiety and depression, impairing emotional regulation. The activation of negative automatic thoughts (NAT) triggers neurobiological stress mechanisms, such as the increased activity of the hypothalamic-pituitary-adrenal axis and changes in the circadian rhythm of cortisol secretion, which can consequently further disrupt homeostasis, lead to changes in glycemic profiles, blood pressure variability, and oscillations in heart rate, increasing the risk of psychophysiological dysfunction during and after diving. Methods: We conducted two studies on a sample of 81 divers, including 14 military and 67 recreative divers. The participants completed validated questionnaires before and after diving: the Depression Anxiety Stress Scales (DASS) and the State Trait Anxiety Inventory (STAI). The first study validated the reliability and validity of newly created questionnaires (Positive and Negative Emotion Scale and Pre-diving NAT Questionnaire) and examined differences in negative thoughts, emotions, and cortisol levels between military and recreational divers. It also explored the relationship between cortisol and negative thoughts and emotions, as well as their impact on levels of cortisol, anxiety, and depression before and after diving. The second study analyzed cardiovascular stress (blood pressure, heart rate) and changes in glucose levels before and after diving in relation to psychological stress indicators among divers. Results: Negative emotions significantly influenced psychophysiological responses during diving. Meanwhile, NAT had a limited effect on physiological changes, suggesting that emotions have a stronger impact on bodily reactions than cognitive processes related to threat or failure. Professional divers maintained more stable cortisol levels compared to recreational divers, indicating better adaptation to stressful conditions. Increases in diastolic blood pressure, along with stable systolic pressure, confirmed the cardiovascular system’s resilience to changes in hydrostatic pressure, while decreases in heart rate and glucose levels after diving indicated the body’s effective physiological adaptation and reduced metabolic needs. Psychological effects include reduced stress and anxiety, as well as a decrease in negative emotions, regardless of NAT, suggesting a positive effect of diving. Furthermore, NAT did not significantly affect physiological parameters, confirming the stability of the body’s responses. The validation of the questionnaires confirmed their reliability and applicability for monitoring psychophysiological changes in divers, making them useful tools for future research and assessment of stress responses. Conclusions: Emotional regulation is key to managing psychophysiological responses during diving, with negative emotions having a stronger influence on physiological reactions than NAT. The professional divers in our study, who were generally better adapted and had more stable cortisol levels, showed greater resilience to stressful conditions compared to recreational divers, highlighting the importance of experience and training. The reductions in stress, anxiety, and negative emotions after diving indicate its therapeutic potential in improving emotional well-being, regardless of the presence of NAT. The validated questionnaires demonstrated high reliability and applicability for studying psychophysiological responses to stress in divers. The stability of physiological reactions, despite negative thoughts, emphasizes the need for further research on adaptation mechanisms and the development of strategies to reduce negative emotions and help divers adapt more easily.