The factor structure of several self-report questionnaires assessing depression-relevant cognitions frequently employed in clinical research was examined in a sample of 390 adolescents (M age = 14.54; 216 girls; 74% Caucasian) with current major depressive disorder enrolled in the Treatment of Adolescents with Depression Study. A four-factor solution resulted, accounting for 65% of the total variance. The factors were labeled (a) Cognitive Distortions and Maladaptive Beliefs, (b) Cognitive Avoidance, (c) Positive Outlook, and (d) Solution-Focused Thinking. Internal consistencies for the factor-based composite scores were .83, .85, .84, and .82, respectively. Girls endorsed more negative cognitions than boys on three of the four factors. Maladaptive cognitions were positively related to severity of depression and predicted treatment response. Taken together, findings indicated that there are four distinct domains of cognitions that are present among adolescents with depression that are tapped by several widely used self-report measures of cognitions.