CBT is generally a short-term treatment that focuses on helping us understand how our thoughts and feelings influence our behaviors when dealing with specific problems, and how we can interpret and deal with it.

DBT uses CBT, but it tends to focus more on generalized situations. It teaches us skills that we can develop into a plan for when we are facing these situations. As an example, I sometimes become overwhelmed with anxiety for no apparent reason and after a while of feeling this way I have become suicidal in the past. I have a plan I carry with me always that I use when I start to feel anxious. It includes several different options so if one doesn't work I have others to choose from.

You should talk to your therapist about which one is most appropriate for you.