This study examined the preliminary feasibility, acceptability, and efficacy of an autism-adapted cognitive behavioral therapy for depression in autistic youth, CBT-DAY. Twenty-four autistic youth (11-17 years old) participated in the pilot non-randomized trial including 5 cisgender females, 14 cisgender males, and 5 non-binary youth. Youth participated in 12 weeks of, CBT-DAY and youth depressive symptoms (i.e., primary clinical outcome) and emotional reactivity and self-esteem (i.e., intervention mechanisms) were assessed through self-report and caregiver report at four timepoints: baseline (week 0), midpoint (week 6), post-treatment (week 12), and follow-up (week 24). Results suggested that CBT-DAY may be feasible (16.67% attrition) in an outpatient setting and acceptable to adolescents and their caregivers. Bayesian linear mixed-effects models showed that CBT-DAY may be efficacious in targeting emotional reactivity [[beta][subscript T1-T3] = -2.53, CrI[subscript 95%] (-4.62, -0.58), P[subscript d] = 0.995, d = -0.35] and self-esteem [[beta][subscript T1-T3] = -3.57, CrI[subscript 95%] (-5.17, -2.00), P[subscript d] > 0.999, d = -0.47], as well as youth depressive symptom severity [[beta] = -2.72, CrI[subscript 95%] (-3.85, -1.63), P[subscript d] > 0.999]. Treatment gains were maintained at follow-up. A cognitive behavioral group therapy designed for and with autistic people demonstrates promise in targeting emotional reactivity and self-esteem to improve depressive symptom severity in youth. Findings can be leveraged to implement larger, more controlled trials of CBT-DAY. The trial was registered at Clinicaltrials.gov (Identifier: NCT05430022; https://beta.clinicaltrials.gov/study/NCT05430022).