Intelligent cognitive assistant (ICA) technology is used in various domains to emulate human behavior expressed through synchronous communication, especially written conversation. Due to their ability to use individually tailored natural language, they present a powerful vessel to support attitude and behavior change. Behavior change support systems are emerging as a crucial tool in digital mental health services, and ICAs exceed in effective support, especially for stress, anxiety and depression (SAD), where ICAs guide people’s thought processes and actions by analyzing their affective and cognitive phenomena. Currently, there is no comprehensive review of such ICAs from a technical standpoint, and existing work is conducted exclusively from a psychological or medical perspective. This technical state-of-the-art review tried to discern and systematize current technological approaches and trends as well as detail the highly interdisciplinary landscape of intersections between ICAs, attitude and behavior change, and mental health, focusing on text-based ICAs for SAD. Ten papers with systems, fitting our criteria, were selected. The systems varied significantly in their approaches, with the most successful opting for comprehensive user models, classification-based assessment, personalized intervention, and dialogue tree conversational models.