The aim of this study was to elucidate the experience of participation in four sessions of cognitive behavioural group therapy for psychological distress for female university students' (n = 19), aged 22–45 years. Data were gathered with semi-structured interviews during March and April 2008 and analysed according to thematic content analysis. The results identified four themes: ‘Gaining knowledge and understanding’, ‘Becoming more balanced and positive in thinking’, ‘Feeling more self-confident and in control’ and ‘Opportunities for practice and in-depth reflections’. Future recommendations include an increase in sessions from four to five, with one booster session to follow-up on newly acquired skills. © 2013 John Wiley & Sons Ltd.