Bertrand Russell was a prominent philosopher, mathematician, and political activist. It is less well known that Russell suffered from various psychological problems and developed his own method of dealing with them. Continuing a long philosophical tradition, Russell examined how faulty thinking may elicit painful emotions. Though seldom, if ever, mentioned among its harbingers, decades before the pioneers of cognitive therapy, Russell described the basic principles of this form of treatment. He also formulated promising therapy-related hypotheses that are yet untested--as well as making claims that seem plainly wrong. I discuss the relation between Russell's life, his thoughts on emotional problems, and how he came to attack his problems cognitively.