Cognitive behavioural therapy (CBT) has been used for women with infertility. However, the efficacy of CBT among the infertile female population remains inconclusive. We performed a systematic literature search using the Cochrane Library, MEDLINE (OVID), EMBASE (OVID), CINAHL, PsycINFO (OVID), Web of Science, and ProQuest databases from the inception to May 2022. The Cochrane risk of bias tool for randomized trials was used to assess the methodological quality of the included studies. Revman 5.4 was conducted for statistical analysis, and meta‐analyses were performed to calculate the pooled effects of CBT. Sixteen articles were finally included in the meta‐analysis. The results of the meta‐analysis revealed large, significant effects of cognitive‐behavioural interventions that can effectively reduce depression, anxiety symptoms, psychological distress, perceived stress, infertility‐specific stress, and improve the quality of life in women with infertility. However, the pooled MD using a fixed‐effects model was 0.25, 95% CI [−0.33, 0.84], P = 0.40, and no significant differences in BMI were observed among those who received CBT therapy compared with those who did not. CBT effectively alleviates depression, anxiety, psychological distress, and infertility‐specific stress levels and improves the quality of life among women with infertility. Future studies should explore the sustainability and long‐term effect of cognitive‐behavioural interventions in women with infertility.