Some researchers who examine the similarities between philosophy and psychology conclude that engaging in philosophy can improve one’s mental health, instead of, or in addition to, traditional forms of therapy. This article reinforces this by establishing the relationship between self-knowledge as self-improvement in Plato’s dialogues and in cognitive behavioural therapy (CBT). Despite multiple important points of congruence, some authors have rejected the idea that self-knowledge in Plato can be assimilated to self-knowledge in psychotherapy. Here, I argue against this criticism by focusing on three key areas of interest: (a) self-knowledge as improving one’s beliefs via objective (nonsubjective) means, (b) self-knowledge as resulting in objective (nonsubjective) outcomes, and (c) self-knowledge as progress towards the Good. I reinforce the link by demonstrating that CBT uses methods which are equally objective as those of the Platonic dialogues. I then continue by claiming that the outcome of self-knowledge in both is also equally objective. Finally, I explore the nature of their relationship. Instead of arguing that self-knowledge in CBT is a modern version of Platonic self-knowledge, I propose that although not intended to, it functions as a preparatory process for one to be able to participate in Platonic self-knowledge.