Many studies have identified high levels of mental health problems among adolescents in custody and there is increasing evidence that mental health problems in this population are associated with further offending and mental health problems into adulthood. Despite recent improvements in mental health provision within custodial settings there is little evidence of structured interventions being offered or of their effectiveness being evaluated. A cognitively based intervention was developed and offered to adolescents with a variety of mental health problems in different secure settings, and the outcomes compared with a control group. Although this small-scale study did not identify significant differences in outcomes for the two groups, both recruitment and retention in therapy were good, and potential candidates were not excluded on the basis of learning difficulties or co-morbidity. The study demonstrated the viability of a delivering cognitively based intervention for common mental health problems within secure settings.