Feeling stressed at work? Try learning something new 

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It turns out old dogs can (and should) learn new tricks.

A recent study by the Harvard Business Review found that engaging in learning activities and tasks at work was a better buffer against stress, anxiety and unethical behavior than relaxing activities, such as taking a break.

People who make time to learn are also significantly happier at work than those who don't. But learning new things is also easier said than done, according to Brad Staats, professor of operations at UNC Kenan-Flagler Business School, and author of "Never Stop Learning: Stay Relevant, Reinvent Yourself, and Thrive."

"We are bad at learning, we end up being our own worst enemy," Staats tells CNBC Make It. Luckily, he says we have the power to change our behavior towards learning. To become a better learner and reap the benefits of expanding your mind and skill set for life, here's what Staats recommends:

1. Train yourself to take risks and become comfortable with failure

One of the most common reasons that people don't try new things is that their fear of failure holds them back.

"We have to get comfortable with the fact that things are going to go wrong," Staats says. Instead of dwelling on those things, he says that reframing the situation can help. So, instead of thinking about how you might mess up, ask yourself, "What happens if I try nothing?"

This can help you see that you need to take action, and make each and every risk a little bit easier.

2. Observe your failures, and those of others

People tend to blame their failures less on their actions and more on the situation, says Staats. This fundamental attribution error leaves valuable lessons on the table. If you can own up to your failures, you can assess how to do better next time.

When observing others' failures, people tend to do the exact opposite, Staats says. They place the blame very strongly on the person, and give little credit to the situation at hand. This is also unproductive, as it makes it harder to benefit from other's failures.

"Recognize when things go wrong, it's not necessarily evil. It's a consequence of learning new things," says Staats.

3. Ask questions and really listen to the answers

"We tend to be so busy that we don't take the time to step back and ask questions about the situations we're in," says Staats.

Additionally, we often don't ask the questions we have because we're worried that people will think less of us if we don't know an answer. Instead, Staats says to think of questions as a good thing. "When you ask me a question, you are turning to me as an expert, which is an immense compliment," he says.

You can also build on inquisitiveness and curiosity – associated with better mental and physical health – by reframing "I don't know" as "I don't know, but I'll find out."

Then, when you ask a question, actively listen to the answer. It shows a willingness to learn from those around you.

4. Lead with your strengths

When deciding what you'd like to learn, Staats encourages folks to think more broadly, rather than focusing on fixing what we think are our weaknesses. "We need to look at both our strengths and weaknesses and really build on strengths," he says. "That's where we create the most value."

Investing in what you're good at is more likely to be beneficial to your happiness and career than forcing yourself to do something you don't enjoy. Staats says that this doesn't mean that you should ignore your weaknesses. Instead, ask yourself, "Which ones are critical weaknesses that need my attention, versus which ones is it okay that I'm not the best at?"

If you're looking to learn a new skill, start as soon as possible. Because of the number of online learning courses on the internet, the cost of starting is lower than it's ever been.

"The more you do, the more you want," Staats says. "You're feeding the curiosity inside of you."

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