This study investigated the relationship between cognitive distortion, self-esteem and depression among femaleadolescents who were involved in prostitution in Malaysia. Subjects for this study were 42 adolescents agedbetween 15 and 20 years old. Four research instruments were used in this study; a set of questions for thedemographic background of the subjects, Briere's Cognitive Distortion Scale (CDS), Rosenberg Self-EsteemScale (RSES) and Reynolds Adolescent Depression Scale (RADS) for measuring cognitive distortion, selfesteemand depression, respectively. Data for this study were analyzed by using Pearson Correlation. Results of this study revealed that there was a significant negative correlation between cognitive distortion and selfesteem (r = .530, p < 0.001), a negative significant correlation between depression and self-esteem (r = .522,p < 0.001), and a significant positive correlation between cognitive distortion and depression (r = .712, p <0.001). Implications for counselling are also discussed.