This study reports findings from the administration of a social problem-solving training (SPST) intervention to juvenile detainees in the Connecticut Youth Detainee Program. SPST is a cognitive behavioral intervention that teaches children and youth how to more effectively cope with interpersonal stress and conflict. In the current study, we tested whether SPST could decrease depressive symptoms in a sample of detained adolescent offenders. The study used a randomized-control design with detention staff administering the intervention. The results showed that SPST, as a main effect, was not more effective in reducing depressive symptoms than treatment as usual. However, the effectiveness of SPST was moderated by fluid intelligence. Juvenile detainees with high intelligence scores were most likely to benefit from SPST compared to treatment as usual. It was surprising that, for those with lower intelligence scores, SPST increased depressive symptoms relative to treatment as usual. These results help fill a critical need for intervention effectiveness data on juvenile detainees and indicate that SPST may not be useful for reducing outcomes such as depression.