The aim of this study was to determine the effect of cognitive-behavioral therapy (CBT) on stress and anxiety (primary outcomes) and self-esteem and depression (secondary outcomes) in women with premature ovarian insufficiency (POI). This randomized controlled trial was performed on 50 women known with POI in Tabriz, Iran, in 2021. Participants were randomly assigned to CBT and control groups. CBT was provided in eight sessions of 45–60 min once a week with five to seven people. The Spielberger State-Trait Anxiety Inventory, Cohen Perceived Stress Scale, Beck Depression Inventory, and Rosenberg Self-Esteem Scale were used to collect data. After intervention, based on ANCOVA test by adjusting the baseline values, mean scores of stress (AMD: −10.97; 95% CI: −11.64 to −10.29), state anxiety (AMD: −14.76; 95% CI: −15.77 to −13.74), trait anxiety (AMD: −14.41; 95% CI: −15.47 to −13.74), and depression (AMD: −7.44; 95% CI: −8.41 to −6.46) were significantly lower in the CBT group compared to the control group. Also, mean score of self-esteem (AMD: 1.49; 95% CI: 1.06–1.92) was significantly higher in the CBT group compared to the control group. Regarding the effectiveness of CBT in promoting of mental health, it is suggested that healthcare providers use this method to improve mental health of women with POI. Trial registration Iranian Registry of Clinical Trials (IRCT): IRCT20120718010324N64. Date of registration: 14/02/2021. URL: https://en.irct.ir/user/trial/52024/view; date of first registration: 17/02/2021.