Depression in youth is a significant public health problem worldwide, particularly for autistic youth who are over twice as likely to experience depression than their non-autistic peers. Although pathways to depression are complex, emotional reactivity and negative self-esteem are two risk factors for depression in autistic and non-autistic youth. Although autistic youth are more likely to experience depression than their non-autistic peers, psychotherapy options for autistic youth are very limited; community guidance in the development and testing of psychotherapy programs is a promising approach in autism. Therefore, in this study, we designed an autism-adapted CBT-DAY, in collaboration with autistic community members. Specifically, CBT-DAY combined neurodiversity-affirming and cognitive behavioral approaches to target emotional reactivity and self-esteem in youth to improve depressive symptom severity in a group setting across 12 weeks. We examined the preliminary feasibility, acceptability, and efficacy of CBT-DAY in a pilot non-randomized trial. In addition, we implemented a rigorous protocol for assessing, monitoring, and addressing potential harms in this intervention. Results from 24 autistic youth (11-17 years old) suggest that CBT-DAY may be feasible to use in an outpatient clinical setting and generally acceptable to youth and their caregivers. Participation in CBT-DAY may be associated with significant improvements in youth emotional reactivity and self-esteem, as well as depressive symptom severity per self-report only. Exploratory analyses showed that participation in CBT-DAY may also be associated with significant improvements in internalizing symptoms. Findings demonstrate the potential promise of neurodiversity-affirming and cognitive behavioral approaches to treating depressive symptoms in some autistic youth.