Patients who are diagnosed with advanced cancer frequently experience high levels of anxiety and depression. Few of the studies that evaluated psychological interventions with this cohort have demonstrated improvements in psychological measures in the period following therapy. However, a recent study that evaluated the efficacy of a group cognitive behaviour therapy (CBT) intervention with patients who had advanced breast cancer found improved outcomes on measures of mood and self-esteem following the intervention. This paper describes some of the CBT techniques used in the intervention, which might also be useful in the treatment of patients with other types of terminal illness.