Background Major depressive disorder is a common psychological condition that can lead to negative individual and social consequences, the management of which is very important in treating the patients. The present study aimed to determine the effect of cognitive-behavioral group therapy on self-esteem and optimism in patients with major depressive disorder. Methods This is a single-blinded, randomized controlled trial in which a total of 64 patients with major depressive disorder were recruited using convenience sampling and then randomly assigned to two groups of Cognitive-Behavioral Group Therapy (CBGT) and Treatment-As-Usual (TAU). Data collection tools consisted of a demographic questionnaire, the Rosenberg Self-Esteem Scale (RSES), and the Revised Life Orientation Test (LOT-R). In the pretest stage, participants in both groups completed the above questionnaires before the intervention. Patients in the CBGT group received eight 90-min sessions of cognitive-behavioral therapy during four weeks (two sessions a week). Then participants re-completed RSES and LOT-R immediately, three months, and six months after the intervention. Data were analyzed with SPSS software version 16.0 using chi-squared test, independent-samples t-test, and repeated measures Analysis of Variance. The significance level (p-value) was considered to be less than 0.05. Results It was indicated that there was a statistically significant difference in the mean scores of self-esteem and optimism between the two groups immediately, three months, and six months after the intervention (p < .05). The mean scores of self-esteem and optimism in the CBGT group increased significantly after the intervention compared to before it, although these scores gradually decreased over the three measurement time points after the intervention. Conclusions Based upon the results, it was concluded that the level of optimism and self-esteem increased significantly in the CBGT group after the intervention, although the levels of the above variables dropped again in the long run after the intervention due to the discontinuity of CBGT sessions. Therefore, it is necessary to take particular measures to regularly hold the sessions of CBGT for patients with major depressive disorder. Trial registration number IRCT20140212016564N15, The date of registration: 20–09-2021, Retrospectively registered.