(1) Background: Introduction: Interstitial cystitis/bladder pain syndrome (IC/BPS) not only induces physiological damage but also greatly affects psychological stress. Multidisciplinary therapy has been recommended for IC/BPS treatment, but clinical trial data of combined bladder therapy and cognitive behavioral therapy (CBT) are lacking. This study evaluated CBT efficacy in patients with IC/BPS. (2) Methods: Patients with IC/BPS were randomized to the bladder monotherapy (BT) or combined CBT (CBT) group. The primary endpoint was the self-reported outcome by global response assessment (GRA). Secondary endpoints included IC symptoms and problem index, bladder pain score, Beck’s anxiety inventory (BAI), and depression inventory, and objective parameters were also compared. (3) Result: A total of 30 patients receiving BT and 30 receiving CBT therapy were enrolled. Significant improvement of the BAI at 8 (p = 0.045) and 12 weeks (p = 0.02) post-treatment was observed in the CBT group, with significantly greater GRA scores at 12 weeks (p < 0.001). Repeated measures analysis of variance showed a significant effect within the CBT group on IC/BPS patients’ self-reported treatment outcomes (p = 0.001) and anxiety severity BAI scores (p = 0.033). (4) Conclusion: A multimodal treatment of CBT combined with suitable bladder treatment more effectively improves anxiety severity and treatment outcomes in patients with IC/BPS.