Two approaches. Mixed success with both.

1. Choose games that don't make you feel bad. This can mean playing more cooperative games, or it can mean offering to referee or sit out games you know will just piss you off. For me, the chance of winning isn't appealing enough to outweigh the chance of ruining the game for someone else. It helps to identify what exactly it is about losing that makes you so sour. I have a hard time with games like Cards Against Humanity because the card combinations that are funny to me usually aren't funny to anyone else because they didn't go on the ADHD field trip with to make those connections. It starts to feel like a popularity contest that I'm losing because my brain is wired wrong, and it's hard not to take that personally.

2. Set different goals in the games you're playing, and define 'winning' for yourself based on those goals. I used to get annoyed every time my friends pulled out settlers of Catan. I would do what made sense to me each turn, but I'd always lose anyway either to random chance or just not having enough RAM in my brain. Even on the rare occasions I won I often wouldn't have fun with it because I spent so much of the game being frustrated. So I decided the only thing I cared about in the game was getting one of the bonus goals, usually 'longest road'. That was much easier to focus on, and it took all the pressure off me to win. After a while it became kind of a running joke.

It's not perfect, and it doesn't happen in a vacuum either. Sore losers often have anger issues they're not dealing with (I know I did!) and figuring that stuff out will help in more areas of your life than just board games.

Your mileage may vary.

Good luck!