We describe the development, feasibility, and acceptability of a novel preventive intervention for depression in African American girls living in urban poverty. Our approach targeted individual and interpersonal vulnerabilities that have been shown to confer risk for depression in samples of African American girls living in low-income, urban settings, including suppression of negative emotion and lack of assertiveness with peers, memory for positive emotion, active coping, and family connection. Focus groups and an open trial were conducted to refine the goals and mechanisms for skill building. A randomized controlled trial (RCT) of the new program (Cities Mother-Daughter Project) was conducted with 3rd–5th grade students from Chicago Public Schools (CPS). Three cycles of screening, randomization, and deployment were conducted to assess feasibility, satisfaction, and usability. Results indicate that feasibility was weak; whereas, satisfaction and usability were high. Future directions for testing efficacy are discussed.