Question on webinar: How to feel better?

Hello! I am new to self coaching scholars and I am struggling with the concept “We have to change the way we feel in order to change the results. It doesn’t work when we try to change it the other way around”. (I took this from the webinar How to feel better).
I understand how changing your thoughts change the way you feel but on the other hand I feel sometime changing your environment can help how you feel. My example is that I have a great job (god company, good money, good position) BUT it gives me a lot of anxiety, it requires very long hours, and even though I am proud of it, it makes me unhappy. Why not try to in this case pivot towards a different career that fits best with my personality? Looking forward to your response on how to best interpret this concept 🙂