Cognitive Behaviour Therapy (CBT) is a short term talking therapy proven within research to be helpful in the management of a range of difficulties including Anxiety and Depression.
CBT breaks down situations and looks to help you develop a better understanding of what may be maintaining your difficulties and learn skills to mange differently. CBT is a collaborative process requiring the therapist and client to actively work hard together to gain this understanding. CBT can be hard work and it is important to know those who benefit the most from this type of therapy are those who put in the work between sessions to build up skills over time.
Sessions are 1:1 and usually take place weekly or fortnightly. As a rough guide CBT usually lasts for between 8 and 20 sessions.
Useful links:
http://www.babcp.com/Public/What-is-CBT
http://www.nhs.uk/conditions/Cognitive-behavioural-therapy/Pages/Introduction
The Wellbeing Partnership 