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Female athletes struggle harder than male athletes to lose body fat and maintain a leaner physique. The purpose of this study was to determine the effects of an educational and cognitive behavioral therapy (CBT)-based intervention on knowledge, body composition, anxiety, stress, and nutritional intake.A randomized controlled trial was conducted with 153 female athletes from the U.S. Air Force Academy (USAFA). Participants were assigned to one of three groups: (a) a combined energy balance and CBT-based intervention (E1); (b) a CBT-based intervention alone (E2); and (c) a control group (C). Main outcomes included a DXA scan for body composition, a knowledge test, the GAD-7 for anxiety, the brief inventory of perceived stress (BIPS) for stress, and a 24-h food recall.Significant improvement on knowledge of energy balance occurred in all three groups E1 (p < .001), E2, and C (p < .05). Significant reductions in percentage of body fat occurred in E1 (p < .001) and E2 (p < .05). There also were significant reductions in the percent of fat consumed by E1 (p < .05) and saturated fat consumed by both E1 and E2 (p < .05). The control group only demonstrated a significant increase in stress as measured by the BIPS (p < .05).A combined energy balance and CBT-based intervention improves knowledge and body fat.The importance to assess knowledge, anxiety, stress, nutrition intake, and percentage of body fat in female athletes and to deliver evidence-based interventions to improve their health outcomes.