Despite research findings that Cognitive Therapy (CT) reduces relapse of depression, patients often dohave setbacks. Recently, CT researchers have integrated the Eastern meditative practice of mindfulness into cognitive approach. This study was a variation on research on Mindfulness Based Cognitive Therapy (the incorporation of mindfulness and CT) and relapse prevention from depression. Three tracks of participants, mindfulness training (MT), CT and treatment as usual (TAU) were studied to examine relapse rates from depression and the participants’ sense of self-efficacy. The MT and CT tracks were added on to a regular outpatient treatment program. Three measures were used: the Beck Depression Inventory, the Mindfulness-Based Self Efficacy Scale and the Generalized Self-Efficacy Scale. Participants were assessed during an initial (pretest, baseline) period and again at a 3-month follow-up. Results reveal a significant decrease in depression and an increase in mindful and generalized self-efficacy in the MT track (N = 33). The results also showed a significant decrease in depression and mindfulness self-efficacy for the CT track (N = 27), but no significant change in generalized self-efficacy. The TAU track (N = 30) revealed no significant changes in any of the three measures. These trends show promise for relapse prevention of depression and improved sense of self-management through both therapeutic methodologies of mindfulness and cognitive therapy.