A recent study shows that there is a link between our irrational beliefs and distress, anxiety and depression. Here is some of what was recently reported by Medical News Today.
Overall, results showed that irrational beliefs were positively associated with various types of distress, such as general distress, anxiety, depression, anger, and guilt. The following variables were significant moderators of the relationship between the intensity of irrational beliefs and the level of distress: irrational belief measure and type, stressful event, age, educational and clinical status, and developer/validator status of the author.
The results show that the overall strength of the relationship between irrational beliefs and psychological distress is modest, however, this relationship remains significant even after controlling for several potential covariates.