If we help a depressed individual come up with effective cogitive responses to their negative thoughts, they may well feel better right away. However, if we just help an anxious come up with cognitive responses to their fearful thoughts, they may experience little improvement in their level of anxiety. To eliminate the anxiety, the individual will need to persistently face the situations they fear (and avoid) despite their anxiety. Thus the person who fears heights will need to face high places despite their anxiety, etc.

If you can get a person to follow through on a purely behavioral approach to fears and phobias, it usually works quite well. Cognitive interventions are useful in getting them to follow through on the behavioral changes and in dealing with times where the fears persist despite repeated exposure.