The 12-item clinician or self-administered Self-Efficacy Questionnaire for Depression in Adolescents (SEQ-DA) was developed as a measure of perceived ability to cope with depressive symptomatology. This study examined the reliability and validity of the SEQ-DA in a clinical population of 130 adolescents that were receiving treatment for depression. Psychometric evaluation revealed good internal consistency and test-retest reliability. Results indicated that higher SEQ-DA scores were associated with lower self-rated depression scores (Reynolds Adolescent Depression Scale), which is evidence of good construct validity. Further, higher SEQ-DA scores prior to treatment predicted better outcome at the end of the 3 months of treatment and at 6 months post-treatment. Therefore, the SEQ-DA has a potentially useful role in clinical work and research with depressed young people.