According to Beck's cognitive theory, individuals who endure negative self-schemas (dysfunctional attitudes) are more likely to present automatic thoughts consisting of negative schemata of oneself and one's world while experiencing depression. In order to examine the relationships between depression, automatic thought, and dysfunctional attitude, 329 Japanese university students were given a set of questionnaires, including the Center for Epidemiologic Studies Depression Scale (CES-D), Automatic Thought Questionnaire-revised (ATQ-R), and Dysfunctional Attitude Scale (DAS). A structural equation model revealed that depression was predicted predominantly by automatic thought, which was in turn predicted by dysfunctional attitude. The male gender had a tendency to predict dysfunctional attitude. The link between a student's depression and dysfunctional attitude was mediated by automatic thought.