Depressive and anxiety symptoms are frequently observed in breast cancer survivors. To date, few randomized controlled trials have been conducted on the efficacy of cognitive behavioural therapy (CBT) for depressive and anxiety symptoms in Chinese population. This study aims to verify the efficacy of CBT in Chinese breast cancer survivors. Women (n = 392) with breast cancer were randomly assigned to 3 groups: CBT (n = 98), self-care management (SCM, n = 98), and usual care (UC, n = 196) using the proportion 1:1:2. Women in the CBT and SCM groups received a series of nine sessions for 12 weeks, while women in the UC group received their usual medical care only. Depressive and anxiety symptoms were assessed using the Hamilton Depression Rating Scale (HAMD) and the Hamilton Anxiety Scale (HAMA) score at baseline, 2, 4, 8, 12, 16, and 24 weeks. A significant intergroup difference was found in the HAMD and HAMA scores. Women in the CBT group showed significantly less depressive and anxiety symptoms compared with women in the SCM and UC groups over time. In conclusion, this study supports the efficacy of CBT for depressive and anxiety symptoms in Chinese breast cancer survivors.