Practitioners of CBT work on the understanding that what you do is influenced by what you think about yourself and your world and the others in it. What CBT aims to do is help you identify these thoughts and beliefs (often automatic) and by talking through them, enable you to change these ways of thinking so that you are able to act differently leading to an improvement in mood on a day to day basis. CBT will not make your problems disappear but can be very helpful in enabling you to manage problems much more easily.
Advice from NHS Direct is that CBT can be particularly helpful in tackling problems such as anxiety, depression, post-traumatic stress disorder, eating disorders and drug misuse.