We systematically reviewed empirical studies that investigated the use of cognitive-behavioral therapy (CBT) for premenstrual syndrome (PMS) or premenstrual dysphoric disorder (PMDD). Our multi-database search identified seven published empirical reports. Three were identified as randomized controlled trials (RCTs). The methods utilized to investigate therapeutic efficacy of CBT in these studies varied widely from case reports to RCTs with pharmacotherapy comparison groups. Initially we provide a brief overview of CBT and justifications for its potential use to treat PMS/PMDD. Next, we provide critical evaluations of the analyses used in each study focusing on the detection of intervention effects assessed by statistically significant time by group interactions. When possible we calculate effect sizes to elucidate the clinical significance of results. Our review revealed a dearth of evidence providing statistically significant CBT intervention effects. Issues such as overall time investment, latency to treatment effects, and complementary and combined therapies are considered. We present a theoretical argument for applying mindfulness- and acceptance-based CBT interventions to PMS/PMDD and suggest future research in this area. In conclusion, to produce the necessary evidence-base support for PMS/PMDD given the limited empirical evidence reported here, researchers are called on to produce methodologically rigorous investigations of psychosocial interventions for PMS/PMDD.