There has been rapid escalation in adolescent-onset type 2 diabetes (T2D), particularly in females from historically disadvantaged racial/ethnic groups. Prevention is critical because adolescent-onset T2D often shows a more aggressive disease course than adult-onset, and effective treatment options remain elusive. Standard-of-care for T2D prevention includes exercise training to ameliorate insulin resistance, a key physiological precursor to T2D. Despite short-term benefits, exercise training shows insufficient effectiveness in adolescents at-risk for T2D. Depression may be explanatory in a considerable subset of teenagers. Adolescence is notable for increases in depression and decreases in physical activity, especially in females with obesity. Youths' depression symptoms contribute to worsening insulin resistance over time, independent of BMI (kg/m2), likely through stress-mediated pathways such as reduced physical activity and fitness. Also, adolescent depression is associated with decreased physical activity and cardiorespiratory fitness, even after accounting for adiposity, and depression predicts greater non-adherence to exercise training. The central theme of this proposal is that an intervention sequence of delivering cognitive-behavioral therapy (CBT) first, followed by intervening with exercise training second, will offer a targeted, efficacious strategy for improving insulin resistance and consequently, lowering T2D risk in adolescent females at-risk for T2D with depression symptoms. In a prior National Institute of Health (NIH) /National Institute of Diabetes and Digestive and Kidney Diseases (NIDDK) K99/R00 randomized controlled trial (RCT), the investigators found that 6-week group CBT decreased depression at 6-week follow-up in adolescent females at-risk for T2D with moderately elevated depression, compared to a 6-week didactic health education control group. Adolescents with elevated depression who were randomized to CBT had lower fasting and 2-hour insulin at 1-year vs. controls. Our preliminary data suggest that CBT's focus on enhancing frequency/enjoyment of physical activity to combat depressed mood partially explained why decreasing depression lowered T2D risk. It is not known if CBT is just as efficacious as standard-of-care exercise training, or whether CBT followed by exercise training results in a maximally potent alleviation of T2D risk in adolescent females at-risk for T2D with depression symptoms. To address these gaps and directly build on our prior work, the investigators propose a four-arm RCT to: (1) Compare the efficacy of four 6-week--\>6-week sequences for improving insulin resistance in N=300 adolescent females at-risk for T2D with elevated depression symptoms: (i) CBT--\>exercise, (ii) exercise--\>CBT, (iii) CBT only (CBT--\>continue CBT), and (iv) exercise only (exercise--\>continue exercise); (2) Evaluate physical activity/fitness as mediators underlying the depression-insulin resistance association; and (3) Evaluate underlying mechanisms by which decreasing depression increases physical activity and improves fitness and insulin resistance using a mixed-methods process evaluation. Findings will support our long-term goal to identify feasible, cost-effective intervention strategies with high potential for effective dissemination to adolescents at-risk for T2D with elevated depression symptoms.