CBT says that your behaviour, mood, thought, environment and physical responses are all connected. As such if you change one, you are influencing the rest.
eg If your thought is "I am worthless" your mood follows as being depressed, your behaviour reflects this as you become withdrawn, you start physically responding by being anxious or lethargic, tired, and this has an effect on your environment when people start avoiding talking with you.
The theory goes that if you affect any one of those you will affect the rest. If you force yourself into physical activity you will feel less tired and anxious which in turn has an effect on your mood, which has an effect on your thinking, which has an effect on your behaviour...etc.
You get the point.
It's a process of identifying your emotional reactions to stimuli and the thoughts that produce them. By changing your thoughts (cognition), the theory says, so will it change your behaviour - thus Cognitive Behaviral Therapy.
-Within the therapy you keep 'thought records' by recording events that cause emotional reactions and you rate those responses. ("This situation made me feel depressed (80%), lonely (30%) and nervous(50%)) - learning to identify your emotions and their strength is part of the therapy.
-Then you identify your 'automatic thoughts' that leap to your thinking unbeckened within the situation. And again, recognizing and identifying though thought is part of the therapy. These are the thoughts that trigger your emotional response.
-Then you list evidence for and against the negative thinking.
-Then try to develop a more resonable balanced response
and finally, re-evaluate your emotiona response.
In most cases you will find you are less anxious or less depressed.
I found it to be a marvelous help.