Summary: Building affiliative relationships with others is important for mental health. Recently, robots have been expected to play a role in improving mental health, but there is little scientific evidence as to whether they can build affiliative relationships with humans. To investigate that, we conducted studies combining behavior, physiology and questionnaires for companion robot Owners and Non-Owners. The results reveal that the steady-state concentration of oxytocin, a hormone related to affiliative relationships, was significantly higher in Owners than in Non-Owners. In addition, the Owners showed more behaviors indicative of intimacy than the Non-Owners. These results suggest that humans can build affiliative relationships with robots. Fifteen minutes of contact with the robot decreased the concentration of cortisol in both groups, suggesting that even a brief contact can contribute to improving mental health. Therefore, relationships between humans and robots may be one option to improve mental health and enhance well-being.