This article reviews the evidence related to the efficacy of Cognitive Behavioral Therapy (CBT) for alleviating the distress caused by tinnitus, hyperacusis and misophonia. Where available, the review was focused on meta-analyses of randomized controlled trials (RCTs) using either passive control groups (typically waiting list or education only) or active control groups (receiving some other form of treatment). Where data from RCTs were not available, case studies and retrospective studies were reviewed. Analyses were conducted separately for studies of patients with tinnitus, hyperacusis and misophonia. RCTs show that CBT is effective in alleviating the distress caused by tinnitus in comparison to passive control groups and sometimes active control groups. CBT for tinnitus can be effective both in individual and in group settings, whether delivered by psychiatrists, clinical psychologists, or specially trained audiologists. CBT for tinnitus can also be effective when delivered via the internet, when combined with help from audiologists. Usually, CBT does not reduce the loudness of tinnitus but it can improve quality of life. Case studies and some limited RCTs suggest that CBT can also be effective in alleviating the distress caused by hyperacusis and misophonia. However, RCTs with active control groups are currently lacking. There is strong evidence supporting the effectiveness of CBT in alleviating the distress caused by tinnitus. However, it is not yet clear whether CBT is more effective than some other forms of treatment. RCTs with active control groups are needed to establish more clearly the extent to which CBT is effective in alleviating the distress caused by hyperacusis and misophonia.