Depression among adolescents and college students comes with significant negative impacts on multiple areas of functioning as well as burdens on society. It is important to understand what makes young people vulnerable to experiencing depression as well as how to prevent it. This study intended to compare cognitive and behavioral skills training to determine their effect on cognitive vulnerabilities to depression. Participants who have never been depressed were recruited based on high levels of cognitive vulnerabilities to depression. They were randomized to a cognitive condition, a behavioral condition, or a waitlist condition. Pre-, post-, and follow-up measures were collected including cognitive vulnerabilities, symptoms of depression and anxiety, areas of general functioning, and the credibility of the workshops. Overall, participants in all conditions demonstrated decreases in dysfunctional attitudes and state anxiety overtime as well as increases in sleep quality, satisfaction with life, perceived social support, and academic self-concept. Individuals in the both the cognitive and behavioral conditions demonstrated decreases in level of rumination from pre-workshop to the time of follow-up. Decreases in dysfunctional attributional styles were found for those in the cognitive condition. Lastly, individuals in both workshop conditions demonstrated significant increases in behavioral activation whereas those in the waitlist condition demonstrated a significant decrease. This study provides us with inconclusive evidence regarding whether brief skills training workshops may be of use when attempting to reduce cognitive vulnerability to depression.