This study investigated mainly the relationship among depression, thought processes, anxiety and achievement. Specifically, the relationship among the level of depression, presence of negative preoccupations, level of anxiety and school achievement in high school students were of concern. It was hypothesized that there would be a positive relationship among cognitive distortions, depression and anxiety; and a negative relationship between cognitive distortions and school achievement. The participants of the study were 124 high school students in Robert Lycee. The measurement instruments were the Beck Depression Inventory, the Automatic Thoughts Questionnaire and the STAI A-Trait scale. Additionally, each student's grade point average was calculated to assess their school achievement. The results showed that cogmtive distortions, depression and anxiety are positively correlated with one another. However, no correlation was found between cognitive distortions and school achievement. Some speculations were discussed related to the findings and suggestions for further studies were given.