Objective: Evaluate a new 5-step method for testing mediators hypothesized to account for the effects of depression prevention programs. Method: In this indicated prevention trial, at-risk teens with elevated depressive symptoms were randomized to a group cognitive-behavioral (CB) intervention, group supportive expressive intervention, CB bibliotherapy, or assessment-only control condition. Results: The group CB intervention reduced depressive symptoms and negative cognitions and increased pleasant activities. Change in these mediators predicted change in depression, and intervention effects became weaker controlling for change in the mediators; yet, change in depression appeared typically to occur before change in the mediators. The supportive expressive intervention reduced depressive symptoms but affected only 1 of 2 mediators (emotional expression but not loneliness). Change in emotional expression did not correlate with change in depression, and change in depression usually occurred before change in the mediators. Bibliotherapy did not significantly affect depressive symptoms or the ostensive mediators (negative cognitions and pleasant activities), and change in depression usually occurred before change in the mediators. Conclusion: Results imply that this procedure provides a sensitive test of mediation but yielded limited support for the hypothesized mediators, suggesting that nonspecific factors may play an important mediational role. (Contains 4 tables and 3 footnotes.)