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This study examined the effectiveness of a cognitive-behavioral treatment (CBT) group for Chinese people with depression in Hong Kong. Ninety-six subjects with depression were randomly assigned to CBT and control groups. After 10 weeks of treatment, participants in the CBT group had significantly fewer symptoms of depression, dysfunctional rules, and negative emotions, and significantly more adaptive coping skills when compared to the participants in the control group. Effect size statistics showed medium to large differences in symptoms of depression, coping skills, dysfunctional rules, and assumptions and negative emotions between the participants of the two groups (Cohen's d, between 0.50 and 0.88, except for positive emotions). Forty percent of the participants in the experimental group achieved a clinically significant level [reliable change index (RC)>1.96] of improvement. Lastly, the results of a multiple regression analysis provided some evidence of a linkage between cognition and depression among the participants in the experimental group. The design and content of the CBT groups, which aimed at facilitating the understanding and modification of automatic thoughts and dysfunctional rules, and of negative and positive coping skills among the participants, might have contributed to the initial positive results.