This study examined the efficacy of Cognitive Behavioral Therapy (CBT) in reducing associative stigma and psychological distress among primary caregivers of individuals with intellectual disability at Federal Neuro-Psychiatric Hospital in Benin City, Nigeria, while statistically controlling for baseline differences. Using a pretest-posttest design, 66 caregivers (47 females, 19 males; M = 46.2, SD = 10.57) received a structured CBT intervention. Data were collected using the Associative Stigma Scale, Beck Anxiety Inventory, and Beck Depression Inventory. Post-test scores served as dependent variables, while corresponding pre-test scores were entered as covariates. ANCOVA was used for data analysis, with effect sizes reported as partial η². After adjusting for baseline scores, ANCOVA revealed a statistically significant effect of CBT on associative stigma, F(1, 20) = 2.96, p = .008, partial η² = .31, with mean scores reducing from pre-test (M = 10.73) to post-test (M = 5.09). A significant adjusted treatment effect was also observed for anxiety disorder, F(1, 20) = 16.22, p < .001, partial η² = .56, with mean anxiety scores decreasing from pre-test (M = 32.18) to post-test (M = 24.32). Similarly, CBT significantly reduced depressive symptoms after baseline adjustment, F(1, 20) = 11.56, p < .001, partial η² = .48, with mean depression scores declining from pre-test (M = 19.14) to post-test (M = 14.59). CBT showed moderate to large adjusted effects on associative stigma, anxiety, and depression.