Cognitive distortion as a reliable predictor to juvenile adolescents' depression is still debatable. Thus, it is the purpose of this study to examine the relationships of the five domains of cognitive distortion: self-critique, self-blame, helplessness, hopelessness, and preoccupation with danger with depression and to ascertain the predictive relationship between the five domains of cognitive distortion with depression. Participants were 30 male delinquent adolescents who participated in a youth development program. A set of questionnaires comprising of demographic background questions, Cognitive Distortion Scale (CDS) and Reynolds Adolescent Depression Scale (RADS) measures the participants' background, cognitive distortion and depression, respectively. Results from the correlations and multiple regressions indicate positive relationships between all the domains of cognitive distortion and depression. Among the domains, helplessness and preoccupation with danger are significant predictors of depression. Implications to counseling are discussed with emphasis on Cognitive Behavior Therapy (CBT) and family counseling.