Purpose: This study was done to investigate the effects of a Stress Management Program providing Cognitive Behavior Therapy on problem-focused coping, Job stress, and depression. Methods: The research design was a quasi-experimental research with a nonequivalent control group pre-posttest. Participants were recruited from two fire safety centers in D city, and the research was carried out from March 11 to April 2, 2011. To test the effects of the Stress Management Program Participants were divided into two groups, an experimental group (21) and a control group (20). The research tools included problem-focused coping, job stress, and depression scales. The Stress Management Program was provided to the experiment group for 60 minutes/session twice a week, for 4 weeks. Data were analyzed using Fisher`s exact probability test, x²-test, t-test with the SPSS/WIN 14.0 program. Results: After attending the Stress Management Program, significant differences were found in problem-focused coping scores and depression scores between the experimenatal group and the control group (t=4.70, p＜.001; t=-3.16, p=.003). But there were no significant differences in job stress scores between the two groups. Conclusion: The results indicate that the Stress Management Program providing Cognitive Behavior Therapy is an effective nursing intervention for improving problem-focused coping and decreasing depression in firefighters.