The importance of nurses integrating effective psychological techniques into their clinical practice is widely recognized. Nevertheless, further evidence from real-world settings is needed to establish nurse-led cognitive behavioural therapy (CBT) as an effective approach in clinical practice. This study aimed to examine the clinical effectiveness and predictors of individual CBT for mental disorders delivered by nurses in various routine clinical settings. This pragmatic retrospective cohort study collected data from participants who received nurse-led individual CBT at four institutions from different prefectures in Japan between April 2015 and March 2023. During the study period, 280 clients were referred to nurses for CBT, 240 of whom received nurse-led individual CBT of at least one session. The common primary diagnoses among participants were major depressive disorder (33.8%), social phobia (12.9%), and obsessive-compulsive disorder (10.0%). Of these, 23 participants were ongoing cases at the end of the observation period, and 217 who had completed the course of therapy or discontinued/dropped out from the therapy were included in the analysis (173 completed and 44 discontinued/dropped out (i.e., dropout rate = 20.3%)). Based on the clinical significance definition (primary outcome), 62.4% of the participants who completed the therapy were judged to demonstrate positive clinical significance (recovered or improved), with only a few participants (6.9%) demonstrating deterioration. Significant improvements were observed before and after nurse-led individual CBT across all secondary outcomes, including depression and anxiety symptoms, health-related quality of life, and functional disability (all ps ≤ 0.001). Univariate logistic regression revealed that clients with higher baseline severity of depression and anxiety symptoms were less likely to achieve positive clinical significance following nurse-led individual CBT. The real-world evidence gained through this study will encourage frontline nurses and motivate institutional/organizational leaders and policymakers to employ nurse-led individual CBT, especially for depression and anxiety-related disorders.