Purpose: This study examined the effects of the cognitive-behavioral therapy on depression and self-efficacy of the problem behavior adolescents in middle school. Method: This study used a non-equivalent control group pre-post design. The data was collected from April, 2002 to June, 2002. The subjects consisted of 16 adolescents. The experimental group(n=7) participated in a cognitive-behavioral therapy that consisted of 12 sessions(12-week period); the control group(n=9) did not participate in. To examine the effects of the cognitive-behavioral therapy, depression and self-efficacy of the adolescents were measured before and after the program. Result: In the experimental group, the scores of depression increased after the program but did not significantly change (Z=-.931, p=.352). And there was no significant change in self-efficacy after the program (Z=-1.84, p=.854). In the control group, the scores of burden increased significantly after the program (Z=-2.56, p=.011). And there was no significant change on self-efficacy after the intervention period (Z=-.350, p=.726). Conclusion: Although the cognitive-behavioral therapy in this study did not have an effect on depression and self-efficacy on problem behavior adolescents, an intervention that aims to increase self-efficacy and decrease depression for the problem behavior adolescents is important.