Cognitive vulnerability is the idea that the way we think can make us feel bad. For example, if we believe that bad things always happen to us, we're more likely to feel sad, angry, worried, or depressed. We can also think of cognitive vulnerability as having a negative mental filter. This means that, instead of thinking about the good things in life, we only focus on the negative things. This kind of thinking can keep us from enjoying our lives, which can lead to feelings of loneliness or despair. It's important to recognize when we are thinking in a way that might be making us feel bad, and to try to shift our thinking to something more positive.