This study assesses the efficacy of cognitive behaviour therapy (CBT) in treating premenstrual dysphoric changes. The CBT condition (n = 24) aimed to modify dysfunctional thinking as a means of impacting on negative premenstrual symptoms and changes. The components of CBT were cognitive restructuring and assertion training. A comparison condition called 'information-focused therapy' (IFT) (n = 9) aimed to present information only and did not address belief restructuring. The components were relaxation training, nutritional and vitamin guidelines, dietary and lifestyle recommendations, aspects of child management training and assertion training. Results indicated that the amelioration of anxiety, depression, negative thoughts and physical changes can be effectively addressed by either CBT or IFT. The extent to which a women's belief system is critical in the experience of premenstrual distress requires further empirical investigation.