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Cognitive–behavioral therapy (CBT) is a system of psychotherapy in which an individualized case formulation drives the strategic delivery of therapeutic interventions that target cognition, emotion, behavior, and the therapeutic relationship. It has the potential to be effective for women who have experienced pregnancy loss, as pregnancy loss often carries profound meaning that disrupts many layers of a woman’s belief system, and the associated emotional consequences cannot always be managed using their typical repertoire of coping skills. The distinctive features of CBT are described, as well as 3 typical intervention strategies (i.e., behavioral activation, cognitive restructuring, and mindfulness and acceptance) that are often delivered during the course of CBT with patients who have experienced pregnancy loss. Throughout the article, emphasis is placed on balancing attention to the therapeutic relationship and affective experiencing with the implementation of cognitive and behavioral change strategies.