This study examined the preliminary feasibility, acceptability, and efficacy of an autism-adapted cognitive behavioral therapy for depression in autistic youth, CBT-DAY. Twenty-four autistic youth (11–17 years old) participated in the pilot non-randomized trial including 5 cisgender females, 14 cisgender males, and 5 non-binary youth. Youth participated in 12 weeks of, CBT-DAY and youth depressive symptoms (i.e., primary clinical outcome) and emotional reactivity and self-esteem (i.e., intervention mechanisms) were assessed through self-report and caregiver report at four timepoints: baseline (week 0), midpoint (week 6), post-treatment (week 12), and follow-up (week 24). Results suggested that CBT-DAY may be feasible (16.67% attrition) in an outpatient setting and acceptable to adolescents and their caregivers. Bayesian linear mixed-effects models showed that CBT-DAY may be efficacious in targeting emotional reactivity [β_T1-T3 = −2.53, CrI_95% (−4.62, −0.58), P_d = 0.995, d = −0.35] and self-esteem [β_T1-T3 = −3.57, CrI_95% (−5.17, −2.00), P_d > 0.999, d = −0.47], as well as youth depressive symptom severity [β = −2.72, CrI_95% (−3.85, −1.63), P_d > 0.999]. Treatment gains were maintained at follow-up. A cognitive behavioral group therapy designed for and with autistic people demonstrates promise in targeting emotional reactivity and self-esteem to improve depressive symptom severity in youth. Findings can be leveraged to implement larger, more controlled trials of CBT-DAY. The trial was registered at Clinicaltrials.gov (Identifier: NCT05430022; https://beta.clinicaltrials.gov/study/NCT05430022 ). Lay Abstract Depression in youth is a significant public health problem worldwide, particularly for autistic youth who are over twice as likely to experience depression than their non-autistic peers. Although pathways to depression are complex, emotional reactivity and negative self-esteem are two risk factors for depression in autistic and non-autistic youth. Although autistic youth are more likely to experience depression than their non-autistic peers, psychotherapy options for autistic youth are very limited; community guidance in the development and testing of psychotherapy programs is a promising approach in autism. Therefore, in this study, we designed an autism-adapted CBT-DAY, in collaboration with autistic community members. Specifically, CBT-DAY combined neurodiversity-affirming and cognitive behavioral approaches to target emotional reactivity and self-esteem in youth to improve depressive symptom severity in a group setting across 12 weeks. We examined the preliminary feasibility, acceptability, and efficacy of CBT-DAY in a pilot non-randomized trial. In addition, we implemented a rigorous protocol for assessing, monitoring, and addressing potential harms in this intervention. Results from 24 autistic youth (11–17 years old) suggest that CBT-DAY may be feasible to use in an outpatient clinical setting and generally acceptable to youth and their caregivers. Participation in CBT-DAY may be associated with significant improvements in youth emotional reactivity and self-esteem, as well as depressive symptom severity per self-report only. Exploratory analyses showed that participation in CBT-DAY may also be associated with significant improvements in internalizing symptoms. Findings demonstrate the potential promise of neurodiversity-affirming and cognitive behavioral approaches to treating depressive symptoms in some autistic youth.