Depression is the most common psychiatric disorder. Its prevalence in women is twice that of men, which seriously affects the mental health of this group. Therefore, it is very important to adopt treatment methods to reduce it. For this reason, the aim of this study was to investigate the effectiveness of cognitive behavioral therapy on coping styles and quality of life of depressed women. This research was a semi-experimental method of pre-test and post-test design with a control group. The statistical population of the study was made up of all women who referred to counseling centers in Mashhad city in 2017, who scored higher than 13 in the Beck depression test. 30 of them were selected as a sample by purposive sampling method and then randomly divided into two control and experimental groups (15 people in the experimental group - 15 people in the control group). Beck depression inventory (BDI-II), the Coping Inventory for Stressful Situations (CISS) and World Health Organization quality of life (WHOQOL-BREF) were used to collect data. Data were analyzed by multivariate analysis of covariance. The findings showed that there is a significant difference between the two experimental and control groups in the post-test stage in emotional and avoidant coping styles (P<0.05). However, there was no significant difference between the two groups in the problem-oriented coping style (P<0.05). Also, the results in the quality of life section show a significant difference between the two groups in the variables of social, psychological, physical and environmental quality of life (P<0.05). As a result, it can be said that cognitive behavioral therapy can be used as an efficient treatment method to reduce emotional and avoidant coping styles in depressed patients in the clinical environment. Also, the use of this treatment method increases the level of quality of life in these patients.