This study determined the effect of a cognitive behavioral group therapy (CBGT) program administered to infertile women on infertility-related stress, depressive and anxious thoughts, and general health state. A randomized controlled design was used for this study. The study was conducted with 107 infertile women: 55 in the experimental group and 52 in the control group. The CBGT was administered to the experimental group for 11 weeks. The pretest, posttest, and trimester follow-up results of this group were compared with those of the control group. The experimental group’s Fertility Problem Inventory pretest mean score was 188.47 ± 30.699, posttest mean score was 135.84 ± 22.571, and follow-up mean score was 140.61 ± 20.16. A statistically significant difference was found between the experimental and control groups’ pretest, posttest, and follow-up mean scores on depressive and anxious cognitions (CCL), FPI and its subscales, and the General Health Questionnaire-28 and its subscales (p < 0.05). The CBGT intervention reduced the infertility-related psychosocial problems experienced by infertile women and promoted improvement in their depressive and anxious cognitions, and their mental health.