Cognitive bias refers to a well-established finding that individuals who suffer from certain clinical problems (e.g., depression, anxiety, posttraumatic stress disorder, substance abuse, etc.) selectively attend to, remember, and interpret events relevant to their condition. Although a body of literature exists that has tried to examine this phenomenon, most existing explanations are mentalistic and mediational. In this paper we offer a behavior-analytic account of cognitive bias, its development, and how it may contribute to maintenance of clinical problems. This account is based on establishing operations or motivating events, verbal processes, and relational responding. Clinical and future research implications are also discussed.