The aim of this research was to examine what adolescents with depression who were undergoing the non-suicidal self-injury experienced through art therapy and what the meaning of the experience was. For adolescents with depression, the reserarcher conducted 35 therpay sessions from August 2019 to February 2020, compared, and analyzed the collected data by a qualitative case method. As the result of this research, the participants perceived the external stimulation in a different way at the beginning and tried to relieve their complicated feeling by the non-suicidal self-injury. As the result of pre and post picture examination (K-HTP, KFD, PITR, PPAT) and the scale examination (children depression, Korean childhood anxiety scale), it was known that the art therapy showed a psychologically positive change. This research attempted to provide the significant basic materials so that adolescents who faced the serious psychological problems in company with depression and self-injury could live a healthy life. Based on this research result, the researcher discussed the meaning and limitation of this research.