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Working in a fast-paced environment can lead to shallow breathing, which can exacerbate stress and anxiety. To address this issue, this study aimed to develop micro-interventions that can promote deep breathing in the presence of stressors. First, we examined two types of breathing guides to help individuals learn deep breathing: providing their breathing rate as a biofeedback signal, and providing a pacing signal to which they can synchronize their breathing. Second, we examined the extent to which these two breathing guides can be integrated into a casual game, to increase enjoyment and skill transfer. We used a 2 × 2 factorial design, with breathing guide (biofeedback vs. pacing) and gaming (game vs. no game) as independent factors. This led to four experimental groups: biofeedback alone, biofeedback integrated into a game, pacing alone, and pacing integrated into a game. In a first experiment, we evaluated the four experimental treatments in a laboratory setting, where 30 healthy participants completed a stressful task before and after performing one of the four treatments (or a control condition) while wearing a chest strap that measured their breathing rate. Two-way ANOVA of breathing rates, with treatment (5 groups) and time (pre-test, post-test) as independent factors shows a significant effect for time [ F (4, 50) = 18.49, p < 0.001, η t i m e 2 = 0 . 27 ] and treatment [ F (4, 50) = 2.54, p = 0.05, η 2 = 0.17], but no interaction effects. Post-hoc t-tests between pre and post-test breathing rates shows statistical significance for the game with biofeedback group [ t (5) = 5.94, p = 0.001, d = 2.68], but not for the other four groups, indicating that only game with biofeedback led to skill transfer at post-test. Further, two-way ANOVA of self-reported enjoyment scores on the four experimental treatments, with breathing guide and game as independent factors, found a main effect for game [ F ( 1 , 20 ) = 24 . 49 , p < 0 . 001 ,   η g a m e 2 = 0 . 55 ], indicating that the game-based interventions were more enjoyable than the non-game interventions. In a second experiment, conducted in an ambulatory setting, 36 healthy participants practiced one of the four experimental treatments as they saw fit over the course of a day. We found that the game-based interventions were practiced more often than the non-game interventions [ t (34) = 1.99, p = 0.027, d = 0.67]. However, we also found that participants in the game-based interventions could only achieve deep breathing 50% of the times, whereas participants in the non-game groups succeeded 85% of the times, which indicated that the former need adequate training time to be effective. Finally, participant feedback indicated that the non-game interventions were better at promoting in-the-moment relaxation, whereas the game-based interventions were more successful at promoting deep breathing during stressful tasks.