The aim of this study was to present results of our one year experience with Cognitive Behavioral Psychology Program, in order to contribute to the building of whole school approach and positive psychology preventive mental health problems model. Based on Penn Resilience program (PRP), we modify and create program for early adolescents: how to prevent depression and to develop resilience. The program should promote optimism and reduce depression in children. Our focus was on explanatory style and optimism. Program's goal is not simply to teach "positive thinking." The goal is realistic thinking. During one academic year we have implemented this program in four classes in one primary school in Stip, R. Macedonia. One hundredth and twenty, eight grade's adolescents, at the age of 14 years, 56 boys, 64 girls, were involved. We conducted a pre & post survey. Children's Attribution Style Questionnaire (CASQ, Seligman et al.,1995), was used in order to measure the optimistic and pessimistic level among students. According to the results gathered by the pre & post survey, we can see that there exist some changes in the children's optimistic and pessimistic level. Depression prevention research will live up to its promise if interventions like PRP can be successfully implemented by schools, clinics, and other community settings.