This quasi-experimental study examined the effects of cognitive-behavioral therapy (CBT) to control depression, anger, and self-control in soldiers from South Korea. Using a pretest-posttest design, the sample was composed of an experimental group (n = 16) and a control group (n = 12). The experimental group participated in four sessions of CBT. No significant differences were found between the groups with regard to demographic characteristics. Changes in the variables after the intervention were analyzed using Wilcoxon's signed-rank sum test. The depression scores decreased significantly after the intervention (z = -3.05, p = 0.002); whereas, the scores of state-trait anger and self-control did not change. In the control group, none of the outcome variable scores changed significantly. The results indicate that the developed CBT program might be an effective modality to decrease the depression of soldiers who are in military service.