The effects of Pokémon GO, a new mobile game application which utilizes augmented reality, on risky behavior and health have already been discussed in anecdotal evidence. However, there have been no studies about its effects on mental health. This study investigated the relationships between Pokémon GO and psychological distress from an existing workers' cohort in Japan. Online surveys were conducted to 3,915 full-time workers, at baseline (Nov 26, 2015-Feb 18, 2016) and at follow-up (Dec 1-4, 2016), using a self-report questionnaire. Pokémon GO players were defined as participants who had played Pokémon GO for one month or longer. Psychological distress was measured using validated scales. Of the completers, 246 (9.7%) had continued to play Pokémon GO. They were significantly younger than non-players. From the results of the general linear modeling, improvement in psychological distress was significantly greater among Pokémon GO players than among non-players (p = 0.025). Cohen's d for the difference in psychological distress was -0.20 (95% CI, -0.33, -0.07). Pokémon GO may be effective for improving psychological distress among workers. Although its effect size is small, the game could have positive effects on the mental health of the adult working population.