Coaching programs are demonstrating their effectiveness in several contexts and populations, namely in personal development through the lifespan, and in health contexts. In the present conceptual paper, Coaching definitions, goals, procedures, benefits and limitations are described and critically discussed. Specifically, differences between Coaching and Psychotherapies are emphasized. Based on this knowledge, the structure of a Cognitive-Behavioral Coaching program is presented, and its differences in relation to Cognitive-Behavioral Psychotherapies are also emphasized and critically discussed. Finally, the evidences for Coaching programs effectiveness, in particular in Health and Personal Development contexts, are reported, based on meta-analytic data and on literature systematic reviews. The need for qualified training and supervision, as well as limitations and future directions are also pointed in order to contribute to diminish conceptual and practical ambiguities that may interfere with Cognitive-Behavioral Coaching and, in consequence, that may interfere with the persons’ goals for their health or personal development.