Background: This study builds on previous studies reporting that depressive symptoms among adolescents are reduced and personal satisfactions with one's achievements and competence with peers are enhanced when students are taught strategies for engaging in more optimistic thinking (explanatory style) (Gillham, Reivich, & Freres et al., 2006) and social problem-solving (Ingoldsby, Kohl, McMahon, & Lengua, 2006). Additionally, engaging in regular exercise has also been found to be useful in reducing depressive symptoms in this age group (Bodin & Martinsen, 2004). Aim: The study investigated the effects of three interventions — explanatory style (cognitive training), conflict resolution, and exercise — known to help adolescents develop a strong sense of wellbeing. It involved 31students aged 11 to 13 years and their parents, and six class teachers from a large, metropolitan, private boys' college in Brisbane, Australia. Methods: Twenty-five boys participated in the three interventions, while six boys acted as a comparison group. A counterbalanced, multiple baseline design was implemented so that students participated in the three interventions in a different order. Results: The results showed that students in the intervention group experienced a reduction of internalising behaviours such as withdrawal and depressive symptoms following all three interventions. Collectively, the interventions were successful in reducing depressive symptoms; individually, they also significantly reduced depressive symptoms. Conclusions: The results showed that explanatory style, conflict resolution, and exercise interventions are effective in reducing depressive symptoms in adolescents.