In this paper, we introduce a new quantum divergencewhere 0 < α < 1. We study the least square problem with respect to this divergence. We also show that the new quantum divergence satisfies the Data Processing Inequality in quantum information theory. In addition, we show that the matrix p-power mean µ p (t, A, B) = ((1 − t)A p + tB p ) 1/p satisfies the in-betweenness property with respect to the new divergence.