Abstract Introduction Prostate cancer (PCa) is the second-most frequently diagnosed oncologic condition among biological men, affecting physical and psychological well-being, as well as sexual health and quality of life. Prior research has shown that cognitive-behavioral therapy (CBT) can be effective in addressing a range of psychological and sexual problems but also in improving the sexual and mental health of survivors of PCa. Objectives This systematic review aimed to methodically research and summarize results concerning the efficacy of CBT in the mental and sexual health of survivors of PCa. Methods A systematic search was carried out via electronic databases until August 2022 (EBSCO, MEDLINE, Cochrane Library, and Web of Science). By combining specific search words and following the PRISMA checklist, we identified 15 eligible articles among 8616 initial records. Results Four studies showed evidence of intervention efficacy for the improvement of sexual health, specifically for overall sexual function, erectile function, sexual desire, and sexual satisfaction. Eight studies found intervention efficacy for the improvement of mental health dimensions, such as psychological distress, depressive symptoms, anxiety, and quality of life. Conclusion There is evidence that CBT interventions have the potential to effectively promote mental and sexual health in survivors of PCa, but further research comprising larger and more diverse populations is needed. Future studies should focus on understanding mechanisms of change through CBT interventions to ensure the mental and sexual health of survivors of PCa.