Cognitive behavior therapy (CBT) emphasizes the primacy of cognition in mediating psychological disorder. It aims to alleviate distress by modifying cognitive content and process, realigning thinking with reality. Recently, various authors have questioned the need for CBT therapists to use logico-rational strategies to directly challenge maladaptive thoughts. Hayes [Hayes, S.C. (2004). Acceptance and commitment therapy and the new behavior therapies. In S.C. Hayes, V.M. Follette, & M.M. Linehan (Eds.), Mindfulness and acceptance: Expanding the cognitive behavioral tradition. (pp. 1-29). New York: Guilford] has identified three empirical anomalies in the research literature. Firstly, treatment component analyzes have failed to show that cognitive interventions provide significant added value to the therapy. Secondly, CBT treatments have been associated with a rapid symptomatic improvement prior to the introduction of specific cognitive interventions. Thirdly, there is a paucity of data that changes in cognitive mediators instigate symptomatic change. This paper critically reviews the empirical literature that addresses these significant challenges to CBT. A comprehensive review of component studies finds little evidence that specific cognitive interventions significantly increase the effectiveness of the therapy. Although evidence for the early rapid response phenomenon is lacking, there is little empirical support for the role of cognitive change as causal in the symptomatic improvements achieved in CBT. These findings are discussed with reference to the key question: Do we need to challenge thoughts in CBT?