Cognitive behavioural therapy is widely used to help patients understand and manage psychological distress. It is often delivered through spoken conversation, where therapists attend not only to what patients say, but also to how they say it, because these cues can help therapists decide how to respond and adapt treatment. Progress in building AI systems for CBT remains largely limited to text, partly because most available datasets are text based and shareable spoken CBT data are scarce under ethical and privacy constraints. This creates a blind spot because text based models and evaluations cannot capture the mismatch between the transcript and the patient's voice, even though therapists often rely on this mismatch to understand patient distress. We introduce CBT-Audio, a dataset for evaluating patient distress estimation from spoken CBT sessions with audio language models. CBT-Audio contains 1,802 patient turns from 96 publicly available CBT recordings, with turn-level distress labels validated on an experts-annotated subset. We evaluate 10 open source audio language models under three input conditions, where models receive only patient audio, only the transcript, or both audio and transcript. Our results show that audio can provide useful information beyond text, especially when combined with transcripts. Adding audio to transcript input improves distress estimation over using the transcript alone in 8 of 10 model families, with significant gains in 4, and case studies show the clearest benefit when verbal content and vocal delivery diverge. CBT-Audio makes spoken patient behaviour measurable for AI evaluation in CBT-related tasks and supports future work on audio language models for mental health interaction.