The study investigated the relationship among cognitive distortion, depression and self- Cognitive Distortion Scale (CDS), Beck Depression Inventory (BDI) and Rosenberg Self-Esteem Scale (RSES). Pearson's correlation indicated a positive correlation between cognitive distortion and depression and negative correlations of cognitive distortion and depression with self-esteem. The results suggested that all self-criticism, self-blame and hopelessness predict helplessness. The result also suggested that helplessness and self-criticism predict depression. Depression and helplessness were found to predict self-esteem. The paper concludes rape victim are likely to experience a certain degree of cognitive distortion, implying that rape victims need support to recover. Further studies should include coping strategies and intervention. � IDOSI Publications, 2011.