Clinical psychology literature indicates that reframing irrational thoughts can help bring positive cognitive change to those suffering from mental distress. Through data from an online mental health forum, we study how these cognitive processes play out in peer-to-peer conversations. Acknowledging the complexity of measuring cognitive change, we first provide an operational definition of a “moment of change” based on sentiment change in online conversations. Using this definition, we propose a predictive model that can identify whether a conversation thread or a post is associated with a moment of cognitive change. Consistent with psychological literature, we find that markers of language associated with sentiment and affect are the most predictive. Further, cultural differences play an important role: predictive models trained on one country generalize poorly to others. To understand how a moment of change happens, we build a model that explicitly tracks topic and associated sentiment in a forum thread.