This is the material modern cognitive behavioral therapy drew on directly, and its founders said so. For the lineage and where it stops, see Stoicism and cognitive behavioral therapy.
We suffer more in imagination than in reality.
Seneca, Letters to Lucilius Letter 13
There are more things, Lucilius, likely to frighten us than there are to crush us; we suffer more often in imagination than in reality.
Seneca, Letters to Lucilius Letter 13
Today I escaped from anxiety. Or no, I discarded it, because it was within me, in my own perceptions — not outside.
Marcus Aurelius, Meditations IX.13
Do not disturb yourself by picturing your life as a whole; do not assemble in your mind the many and varied troubles which have come to you in the past and will come again in the future, but ask yourself with regard to every present difficulty: 'What is there in this that is unbearable and beyond endurance?'
Marcus Aurelius, Meditations VIII.36
Do not think of what is not there as already there. List those gifts you have which are most precious to you, and reflect upon how greatly you would long for them if they were not yet yours.
Marcus Aurelius, Meditations VII.27
Cease to hope and you will cease to fear. The primary cause of both these ills is that instead of adapting ourselves to present circumstances we send out thoughts too far ahead.
Seneca, Letters to Lucilius Letter 5
Do not seek to have everything that happens happen as you wish, but wish for everything to happen as it actually does happen, and your life will be serene.
Epictetus, Enchiridion 8
Marcus turns these into a daily practice for iOS: a morning preparation, a daily reading matched to what you are working on, and an honest evening examination.
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