Generalised anxiety disorder (GAD) is a very common condition, in which people suffer from excessive worry or anxiety about everyday events and problems. Psychological therapies are a popular form of treatment for anxiety disorders. This review aimed to find out whether psychological therapies are effective for GAD, and whether cognitive behavioural therapy (CBT) is more effective than other psychological therapy approaches, including psychodynamic and supportive therapies. The review included 25 studies, with a total of 1305 participants. All the studies used a CBT approach, and compared CBT against treatment as usual or waiting list (13 studies), or against another psychological therapy (12 studies). The review showed that people attending for psychological therapy based on a CBT approach were more likely to have reduced anxiety at the end of treatment than people who received treatment as usual or were on a waiting list for therapy. CBT was also very effective in reducing secondary symptoms of worry and depression. People who attended for group CBT and older people were more likely to drop out of therapy. None of the studies comparing CBT with treatment as usual or waiting list looked at the long-term effectiveness of CBT. It is not clear whether people attending for CBT sessions were more likely to have reduced anxiety than people attending for psychodynamic therapy or supportive therapy, because only one study compared CBT with psychodynamic therapy, and the six studies that compared CBT with supportive therapy showed differing results. None of the studies included in the review reported on the possible side effects or acceptability of psychological therapies. More studies should be carried out to establish whether psychodynamic and supportive therapies are effective for GAD, and whether CBT is more helpful than other psychological therapy approaches in treating GAD.