Most tenants of cognitive models agree that the way OCD patients evaluate their intrusive thoughts leads them to use compulsions. In contrast, others have suggested that patients' cognitions would be post hoc rationalizations for their irrational neutralizing. This study examined individual cognitive change during successful Cognitive Therapy (CT) of compulsive checking using Multivariate Time Series (MTS) analysis. We also verified whether similar cognitive changes occurred during a standard Exposure and response prevention Treatment (ET). Six OCD patients suffering from compulsive checking participated in the study. They rated daily four variables during treatment: (1) belief about responsibility, (2) perfectionistic tendency, (3) perceived severity of outcome if checking not performed and (4) Checking Interference. MTS analysis was carried out on the four variables for each patient to test whether the cognitive change preceded the decrease of Checking Interference. Results show that for 2/3 of patients in cognitive therapy and all patients in the exposure treatment, change on at least one cognitive variable preceded the decrease of checking interference. Moreover, for all but one patient, some change in symptoms also preceded cognitive change at some point during treatment. The present study suggests that at least one mechanism involved during both CT and ET for OCD would involve the precedence of belief change over symptoms. Results also provide some evidence for another mechanism, which would include the precedence of symptom change over cognitions. The question of whether one of these mechanisms occurs first then remains to be empirically demonstrated.