With advances in sensor and actuator design, intelligent computing techniques and personal care robotics, today's robots hold promise as fully interactive, therapeutic human companions. To achieve this ambitious goal, key interaction components must be identified and then systematically designed and evaluated. Based on successes of human-animal therapy, we propose affective touch as one such component. Delivering this adjunct in a controllable robot form allows us to examine its efficacy for therapeutic applications such as anxiety management. With an approach grounded in social cognitive theories for human-animal relations, we deployed a social robot, the Haptic Creature, in an interaction designed to be calming: participants held the robot on their laps and stroked it as it was breathing. As a result, their heart and respiration rates significantly decreased relative to stroking a non-breathing robot. They also reported themselves as calmer and happier.