The growing prevalence of anxiety and emotional difficulties among school-aged children has increased the demand for school-based psychological interventions and for professionals who are adequately trained to deliver them. In response, this study examines the effectiveness of integrating Cognitive Behavioral Therapy (CBT) principles into the professional training of students enrolled in the Pedagogy and Psychology speciality. The primary aim was to prepare future pedagogical psychologists to apply evidence-based CBT techniques in school settings while simultaneously evaluating the intervention’s effectiveness in reducing students’ own anxiety levels. A mixed-methods pre–post intervention design was employed. Sixty-five undergraduate students from different years of study participated in a four-week workshop programme consisting of twelve CBT-based sessions (three sessions per week, two hours each). The training focused on core CBT techniques relevant to school contexts, including cognitive restructuring, anxiety hierarchies, emotional awareness, behavioral coping strategies, grounding techniques, and self-regulation skills. Anxiety levels were assessed before and after the intervention using the Hamilton Anxiety Rating Scale (self-report version). Post-intervention findings demonstrated a substantial reduction in anxiety levels across participants. The proportion of students with severe anxiety decreased markedly, while the number of students reporting mild anxiety increased, indicating overall improvement in emotional regulation. Qualitative feedback further revealed increased confidence in applying CBT techniques, improved understanding of the relationship between thoughts, emotions, and behavior, and a heightened sense of professional readiness to support pupils and teachers in school environments. The results suggest that CBT-based workshop training is an effective pedagogical intervention for reducing anxiety among pedagogy-psychology students while simultaneously enhancing their professional competence. Integrating CBT into higher-education curricula may bridge the gap between clinical theory and school-based practice, contributing to more sustainable and evidence-based psychological support within educational settings.