Therefore, the goal of the proposed randomized controlled trial is to test the efficacy of the COPE(Creating Opportunities for Personal Empowerment)/Healthy Lifestyles TEEN (Thinking, Feeling, Emotions & Exercise) Program, an educational and cognitive-behavioral skills building intervention guided by cognitive behavior theory, on the healthy lifestyle behaviors and depressive symptoms of 800 culturally diverse adolescents enrolled in Phoenix, Arizona high schools. The specific aims of the study are to: (1) Use a randomized controlled trial to test the short- and more long-term efficacy of the COPE TEEN Program on key outcomes, including healthy lifestyles behaviors, depressive symptoms and body mass index percentage, (2) Examine the role of cognitive beliefs and perceived difficulty in leading a healthy lifestyle in mediating the effects of COPE on healthy lifestyle behaviors and depressive symptoms; and (3) Explore variables that may moderate the effects of the intervention on healthy lifestyle behaviors and depressive symptoms, including race/ethnicity, gender, SES, acculturation, and parental healthy lifestyle beliefs and behaviors. Six prior pilot studies support the need for this full scale clinical trial and the use of cognitive-behavioral skills building in promoting healthy lifestyles beliefs, behaviors and optimal mental health in teens.