Cognitive Behavioral Therapy (CBT) is mentioned so many times in this website, that you may wonder how that works.
In a nutshell, the concept behind CBT is that our thoughts cause our feelings, and our feelings, our behaviors. If one thinks that life is good, that one is fortunate, the feelings associated with that may be of gratitude and joy, and the behaviors will be smiling, laughing, caring for self and others, etc.
On the other hand, when irrational, negative thoughts invade one's mind, a negative chain reaction follows suit. That is seen in Mood and Anxiety Disorders, Low Self Esteem, Pessimism, Maladaptive Behaviors in general.
While one cannot control the thoughts that invade one's mind, CBT believes that it is possible to correct those thoughts so that they can be more rational, and thus the subsequent feelings and behaviors will be more realistic.
CBT is considered brief therapy, and is empirically supported in treating maladaptive behaviors and conditions such as depression and anxiety.
Therapy consists of identifying self-destructive/irrational thoughts, also known as Cognitive Distortions, correcting them, and applying certain behavioral skills in every day living to change maladaptive behaviors.