In general, there's little risk in getting cognitive behavioral therapy. Because it can explore painful feelings, emotions and experiences, you may feel emotionally uncomfortable at times. You may cry, get upset or feel angry during a challenging session, or you may also feel physically drained.
Some forms of CBT, such as exposure therapy, may require you to confront situations you'd rather avoid — such as airplanes if you have a fear of flying. This can lead to temporary stress or anxiety.
However, working with a skilled therapist will minimize any risks. The coping skills you learn can help you manage and conquer negative feelings and fears.