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Inability to meet the demands and challenges resulting from the rapid social and economic growth bring about social and psychological problems among youths and their families. One of the problems that young women are facing now is unwed pregnancies. Unwed pregnancies bring about negative social and psychological effects. The objective of this quantitative study is to ascertain the relationships among depression, loneliness and cognitive distortion. Respondents for this study were 150 young unwed pregnant women whose age ranged between 14 and 29 years old who were placed in shelters for unwed pregnant women run by the Social Welfare Department and various non governmental agencies throughout Malaysia. Four research instruments were used namely: Information on the respondents' background, UCLA Loneliness Scale, Reynolds Adolescents Depression Scale (RADS) and Cognitive Distortion Scale (CDS). Results of the study showed that there were positive significant correlations between depression and loneliness, depression and cognitive distortion and loneliness and cognitive distortion. This paper also discussed the implications of the research findings on counselling and psychotherapy for the unwed pregnant women. Counselling and psychotherapy should focus on giving strength and hope for the young women to rebuild their life.

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