CBT is a type of talking treatment that focuses on how your thoughts, beliefs and attitudes affect your feelings and behaviour, and teaches you coping skills for dealing with different problems. It combines cognitive therapy (examining the things you think) and behaviour therapy (examining the things you do).
CBT is learning to stop the cycle of negative thinking.
You can read more in the NHS Choices guide to CBT....
http://www.nhs.uk/conditions/cognitive-behavioural-therapy/Pages/Introduction.aspx