Objective: The aim of this study was to examine the effects of a depression prevention program based on stress inoculation training (SIT) for workers of two private companies, by means of a randomized controlled trial. Method: Ninety three workers of two private companies were assigned to intervention and control groups, and two sessions were conducted in the intervention group of each company at an interval of four weeks. The sessions included lectures on responses to stress and coping skills, problem-solving training, cognitive restructuring training, relaxation, group discussions and self-monitoring. After completing the sessions, two follow-up letters were sent to the participants at two-month intervals. Data from 38 intervention subjects and 39 control subjects were analyzed. Results: There were no major differences between the variables of intervention subjects and control subjects. After two sessions, there was a marginally significant increase of seeking social support in the intervention group (P = 0.052) and a significant decrease of avoidance in both groups (P < 0.05). Concerning the depression score changes, the “Improvement” group of the intervention subjects showed an adjusted OR of 6.83 that was higher compared to the control group, indicating a marginally significant difference (P = 0.083). Conclusion: The results suggest the possibility that the SIT-based program of this study was effective for improving coping and preventing depression. Further research is necessary to develop a depression prevention program adjusted to gender, individual, occupational and other differences of subjects.