Background <p>Cognitive–Behavioural Therapy (CBT) is an evidence-based approach targeting maladaptive cognitions and emotional regulation, with growing relevance in elite sport settings.</p> Objective <p>To evaluate the clinical effectiveness of an eight-week CBT intervention on psychological functioning and performance-related outcomes in a para-athlete.</p> Methods <p>A single-case (N-of-1-informed) design was employed. Assessments were conducted at baseline, 4-week follow-up, and post-intervention using a theory-driven, context-specific questionnaire aligned with CBT constructs. Data were analysed using time-series methods, including slope (<i>β</i>), 95% confidence intervals, and non-overlap indices (Tau-U, NAP).</p> Results <p>Early improvements were observed at follow-up across cognitive restructuring (6.67%), goal setting (13.33%), stress and anxiety (14.29%), and coping mechanisms (13.33%), with consistent positive trends (<i>β</i> = 1–2) and strong non-overlap (Tau-<i>U</i> = 1.00; NAP = 1.00). Post-intervention findings demonstrated greater improvements, particularly in negative thoughts (33.33%), stress and anxiety (35.71%), cognitive restructuring (20.00%), and sport-specific experience (17.65%), with higher slopes (<i>β</i> = 2–5) and sustained strong effects. Behavioural activation and coping mechanisms showed stable but modest gains, indicating differential responsiveness across constructs.</p> Conclusion <p>The eight-week CBT intervention resulted in significant improvements in psychological functioning, particularly in reducing negative thoughts, stress, and anxiety, and enhancing coping and performance-related processes. However, findings should be interpreted cautiously within a multifactorial performance context and a single-case design.</p>