Twenty-one participants in a mobilising labour market project offering temporary, alternative employment in Sweden were followed longitudinally for one year, including a six month post-participation follow-up period. Earlier analyses of self-rated psychosocial data have indicated consistent improvements in mental health and quality of life. In the present study, however, a significant rise in serum prolactin, plus decreased dehydro-epiandro-sterone sulphate levels and tendencies towards increased alanine aminotransferase, gamma-glutamyl transferase and diastolic blood pressure, seem to disconfirm the hypothesis that biological markers of psychosocial health would improve in a similar fashion. It is speculated that this apparent inconsistency could be part of a protective adaptation to long-term unemployment similar to the cocooning tendencies in maternal behaviour. Specifically, we argue that this could protect against the stress of being in an uncontrollable and 'helpless' situation by facilitating a re-focusing on more private matters as opposed to 'hopeless' job seeking. While being potentially detrimental for people with fair chances on the labour market, it is possible that such an adaptation may be helpful for more vulnerable groups.