Dementia is a neurocognitive disorder that affects a person's abilities in daily functioning. Anxiety and depression symptoms are common among persons with dementia. Cognitive behavioural therapy (CBT) has been tested to manage their depression and anxiety symptoms. However, the purpose of CBT in managing these symptoms is unclear. Therefore, this paper aims to clarify whether CBT can be used to reduce depression and anxiety symptoms in persons with dementia. The electronic databases PubMed, PsycINFO, MEDLINE, and CINAHL were used to locate relevant studies. Eleven studies, which involved a total of 116 older adults, were identified. The findings suggest that CBT can be effective in reducing depression and anxiety symptoms. Based on our current review, the findings from previous studies form a promising foundation on which to conduct a major randomized controlled trial with a larger sample size. This review discusses some of the most important considerations in applying CBT to persons with dementia, and these may be beneficial for future studies that explore this area and seek more conclusive evidence on the use of CBT.