The process isn't just mental. Dr. Karen Allen -- a medicine research scientist at the at the University at Buffalo, The State University of New York -- and her colleagues studied 48 male and female stockbrokers who were using medication to control high blood pressure. Allen and her team found that those with a pet experienced half the increase in blood pressure under stress as those who did not own a pet.

"The results are dramatic and significant," says Allen, who measured heart rate and blood pressure responses to mental and physical stress. "We've shown over and over that it's beneficial to be with a pet when you're under stress."

Yet another study, conducted by psychologist Sara Staats of The Ohio State University, found that college students could handle stressful situations better if they had a pet.

"We might not think of college students as being lonely, but a lot of freshman and sophomores are in an early transition from living at home to living in dorms or off-campus," says Staats. "We found that a lot of young adults are choosing to have an animal companion to help get them through these difficult and stressful situations. Many more say that without their pet, they would feel lonely."

Finally, if you have a cat or another pet, you may enjoy closer relationships with humans, feel more satisfied in marriage and respond better to stresses that can break apart other couples. Allen and her team also found that systolic blood pressure readings of couples with pets were lower at baseline, rose less in response to stress and returned to baseline quicker than they did in couples without pets.

"Many studies have shown that social support is protective of cardiovascular health," says Allen. "We know that people who have many social interactions are healthier than people who don't. In this study, people who owned a pet had significantly more interactions with other people than couples who didn't."