Cognitive behavioral therapy (CBT) packages for anxiety disorders, such as phobias, usually include gradual exposure to anxious contexts, positive self-verbalizations, and relaxation breathing. The objective of this research was to analyze the specific neural activation produced by the self-verbalizations (S) and breathing (B) included in CBT. Thirty participants with clinical levels of a specific phobia to small animals were randomly assigned to three fMRI conditions in which individuals were exposed to phobic stimuli in real images: a group underwent S as a technique to reduce anxiety; a second group underwent B; and a control group underwent exposure only (E). Simple effects showed higher brain activation comparing E > S, E > B, and S > B. In particular, in the E group, compared to the experimental conditions, an activation was observed in sensory-perceptive and prefrontal and in other regions involved in the triggering of emotion (i.e., amygdala, supplementary motor area, and cingulate gyrus) as well as an activation associated with interoceptive sensitivity (i.e., insula and cingulate cortex). According to the specific tool used, discrepancies in the neural changes of CBT efficacy were observed. We discuss the theoretical implications according to the dual model of CBT as a set of therapeutic tools that activate different processes.