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By Mayo Clinic staffIn general, there's little risk in using psychotherapy. Because psychotherapy can explore painful feelings and experiences, though, you may feel emotionally uncomfortable at times. Some forms of psychotherapy, such as exposure therapy, may require you to confront situations you'd rather avoid — such as airplanes if you have a fear of flying. This can lead to temporary distress or anxiety. But the coping skills you learn should help you later on to manage and conquer distressful feelings and thoughts.