Our therapist does not do CBT with kids that young. They do need to be have the maturity to be able to reflect on their actions and be able to consciously implement the taught strategies. A 4 year old doesn't really have that maturity.
But like pinkmom said, the therapist could work mainly with you on more effective strategies for anxiety management (older DD's therapist still does this with me) and see him occasionally on a check in basis.
Beth, mom to older DD (8/01) and younger DD (10/06) and always missing Leah (4/22 - 5/1/05)