CBT, or Cognitive Behaviour Therapy, is a talking therapy. It is an evidence-based therapy which means it has been well-researched and is advocated to be one of the most effective approaches for treating anxiety and depression. This short animation from Mind explains the process of CBT:

As humans we have evolved a mind that is continually making assumptions, predicting, imagining, worrying about how we view ourselves, others and the world around us. CBT helps us to look at our own unique way of looking at the world by examining the cycle of thoughts, feelings and behaviour and then to engage in more helpful ways of relating to ourselves and others.