Cognitive behavioural therapy starts from a simple observation: it isn't events themselves that cause our suffering, but the interpretation we give them. Two people laid off on the same day can end up with completely different reactions — one thinks "I was let go because I'm worthless", the other "the company cut an entire department". The first thought produces shame and withdrawal. The second produces frustration and action.
CBT doesn't tell you to "think positive". It asks for something harder and more useful: treat thoughts as hypotheses, not facts. A CBT therapist will keep asking "what evidence do you have for that?" and "what evidence do you have against it?" — until checking becomes a reflex you perform on your own.
The "behavioural" half matters just as much, and it's the part people underestimate. Anxiety feeds on avoidance: you skip the event, you feel relief in the moment, and your brain learns the event really was dangerous. CBT intervenes exactly there, through graded and planned exposure.