Interoception is a collection of different representations of signals originating within the body. The way of perceiving these signals seems to be related to both emotion regulation and dysregulation, and its dysfunction is implicated across a variety of affective disorders. There is a growing body of research investigating the relationship between mindfulness meditation practices and interoception showing an increase in interoceptive processes with regular training. In this study, we assessed the effects of a three-day mindfulness training on interoceptive accuracy and sensibility in a young healthy adult sample. Moreover, we also performed a mediation analysis on interoceptive sensibility and anxiety. Healthy participants (n = 40) naive to mindfulness practices were randomized to a brief mindfulness training (MT) (n = 20, females = 10) or to an active control group (n = 20, females = 10). Participants were assessed before and after the 3-days intervention for both groups on measures of interoception and anxiety in a modified intention-to-treat approach. The brief mindfulness training group increased interoceptive sensibility while active control had no effects on this variable. Five out of eight subdomains of interoceptive sensibility were significantly improved after mindfulness training. There was no significant difference in interoceptive accuracy after training. The effect of a brief mindfulness training on interoceptive sensibility mediated changes in the anxiety state. To date, this is the first study showing a plausible mechanism of a brief mindfulness training to explain the anxiolytic effects of meditation practices. Trial registration: RBR-7b8yh8, March 28th 2017 http://www.ensaiosclinicos.gov.br/rg/RBR-7b8yh8/.