Many people have heard of Cognitive Behavior Therapy (CBT) but probably less well-known is one of its earliest forms, REBT, originated by Albert Ellis. The theory behind REBT is that irrational thoughts lead to unhealthy behaviors and feelings. Irrational thoughts essentially are the demands we place on ourself, others, or life in general. Examples: "I must achieve everything I set out out to do. Others must treat me justly. Things have to turn out exactly as I want them to." If we hold these types of thoughts as core philosophincal beliefs, we are setting ourselves up for intense negative feelings such as panic, deep depression, or rage that can then lead to counterproductive behaviors. The REBT therapist systematically works with a client to challenge and change those irrational core beliefs and replace them with preferences: "It'd be nice if things turned out a certain way, but they don't have to for me to happy." (If you want to read a comprehensive explanation, here is a good one.)
One reason REBT appeals to me as an approach is its relative simplicity. If a person is experiencing intense negative feelings, one can look at the three areas of demands to understand where those feelings might be arising from. CBT has a similiar framework but is a bit more intricate in the types of thoughts. (Here is a list of some common thoughts CBT would work on changing.)
Whether it be REBT or CBT, they both can be a bit narrow in their approaches to helping people. Our feelings arise from more than just our thoughts. Among other factors would be our genes, our social environment including family, and culture. I'm probably leaving out a couple more and, as science and research progress we should understand better all the complexities of human behavior and feelings. Now that's not to say REBT and CBT can't be helpful for relieving distress but that they don't comprehensively explain human feelings.