Appalachian adolescents have a high prevalence of obesity and mental health problems that exceed national rates, with the two conditions often co-existing. The purpose of this study was to evaluate the feasibility and preliminary efficacy of a 15-session cognitive-behavioral skills building intervention (COPE [Creating Opportunities for Personal Empowerment] Healthy Lifestyles TEEN [Thinking, Emotions, Exercise, and Nutrition] Program) on healthy lifestyle behaviors, physical health, and mental health of rural early adolescents.