Cognitive-behavioral therapy has been implemented in the training plans of many athletes and sports teams, obtaining very good results for the improvement of mental skills. These effects are achieved through improvements in cognitive skills such as motivation, mental concentration, and self-confidence, all within an appropriate context of specific physical, technical, and tactical training. However, there are few studies that consider the analysis of performance from a psychological point of view from a gender perspective. The objective of this study was to evaluate a mental training intervention (cognitive-behavioral therapy) in youth rowers in preparation for their participation in the Junior European Championship. A quasi-experimental study was carried out with the complete team of the Spanish youth rowing team (n = 16). The setting where the intervention took place was during the team’s stay prior to the European Rowing Junior Championships. Psychological variables were assessed using the Psychological Characteristics Related to Sport Performance Questionnaire. The final assessment was carried out the week before the championship (after finishing the 10th week of intervention). After the intervention, improvements were identified in the Stress Control and Influence of Performance Evaluation subscales in the total sample. However, in the analysis separated by sex, only women improved on the Influence of Performance Evaluation subscale. Lastly, the linear regression analysis adjusted for the sex variable was only significant with the age variable (with a negative effect). This intervention was found to be effective in improving only some of the psychological components related to athletic performance (Stress Control and Influence of Performance Evaluation). These improvements were not related to better results in the European Rowing Junior Championship. These results should be taken into account because they provide evidence for the efficacy of psychological interventions in the field of grassroots sport.