Emotional dysregulation is a key factor in the development and maintenance of multiple disabling mental disorders through a person’s lifespan. Therefore, there is an urgent need to prevent emotional dysregulation as early as possible. The main aim of this study was to evaluate the acceptability and preliminary effectiveness of an adapted Dialectical Behavior Therapy Skills Training program for Emotional Problem Solving in Adolescents (DBT STEPS-A) during secondary school. The sample included 93 adolescents (mean age = 12.78; SD = 0.54; and 53% female) studying in their 2nd year of secondary school in a public center in Catalonia (Spain). Measures of acceptability, difficulties of emotional regulation, mental health problems, and life satisfaction were completed before and after participation in the DBT STEPS-A program during one academic year. The majority of students rated the program as useful (64%) and enjoyed the classes (62%) and 48% of them reported practicing the newly learned skills. Statistically significant improvements were revealed in some emotional regulation-related variables, namely the number of peer problems (p = 0.003; d = 0.52) and prosocial behaviors (p < 0.001; d = −0.82). Although non-significant, the scores in the remaining outcomes indicated a general positive trend in emotional dysregulation, mental health, and life satisfaction. The adapted DBT STEPS-A was very well-accepted and helped overcome some emotional regulation difficulties in Spanish adolescents.