The purpose of this study is to examine about the influence of the cognitive behaviour art therapy upon depression and self-efficacy in a multi-cultural family adolescent targeting an adolescent of multi-cultural family. A research subject included a multi-cultural family adolescent at the age of 14 who is being expressed a symptom of a depression characteristic at the early interview. A pre-test was selected a single-case research subject who showed the outcome with over 70 points for MMPI-A(Minnesota Multiphasic Personality Inventory for Adolescents) D(depression) Scale T-score, and with 69 points for self-efficacy scale. A drawing test was carried out K-HTP KSD. First, the cognitive behaviour art therapy was indicated to have an effect on the multi-cultural family adolescent's depression. A significant change was shown in MMPI-A(Minnesota Multiphasic Personality Inventory for Adolescents) D(depression) Scale and even in D1, D2, D3, D4, D5, K-HTP(Knetic Drawing), which are sub-areas. Second, the cognitive behaviour art therapy appeared to have an impact on the whole of self-efficacy in the multi-cultural family adolescent and on the sub-areas. A significant change was shown even in self-confidence, self-regulated efficacy, task difficulty section, KSD that are sub-areas. Accordingly, there will be a need to be made research and development in a program, which combines sustainability and diversity, in order to decrease depression and improve self-efficacy in a multi-cultural family adolescent.