To prevent depression and anxiety, we delivered a brief, classroom-based cognitive-behavioral workshop along with ongoing Web-based materials and e-mail coaching to college students at risk for depression. At risk was defined as having mild to moderate depressive symptoms on a self-report measure of depression. Two hundred forty students were randomized into either an eight-week workshop that met in groups of 10, once per week for 2 h or into an assessment-only control group. We plan to track participants for 3 years after the workshop and here we report the 6 month preventive effects on depression and anxiety. The workshop group had significantly fewer depressive symptoms and anxiety symptoms than the control group, but there was no significant difference between the conditions on depression or anxiety episodes at 6 month follow up. The workshop group had significantly better well being than the control group, and the workshop group had significantly greater improvement in optimistic explanatory style than the control group. Improved explanatory style was a significant mediator of the prevention effects from pre- to post-workshop for depressive and anxiety symptoms, as well as for improved well being.