This study was conducted to design the optimism enhancement program on the basis of the Penn Prevention Program and to examine its effects on middle school girls’ dispositional optimism, depression, and psychological well-being. The participants were 73 eighth-grade female students attending a girls’ middle school in K City. Thirty-seven students were assigned to the experimental group, who were given the optimism enhancement program and the rest were assigned to the comparison group. The experimental group received 10 weekly sessions (45 minutes per session) of the optimism enhancement program. To test the effects of the optimism enhancement program, the Life Orientation Test-Revised, the Children’s Depression Inventory, and the Scale of Psychological Well-being were administered. Data were collected through pre-test, immediate post-test, and one month-delayed post-test. Repeated-measures analyses of variance were run with group (experimental, comparison) as the between-subjects variable, measurement session (pre-test, immediate post-test, one month-delayed post-test) as the within-subject variable, and measures of optimism, depression and psychological well-being as the dependent variables. The results are summarized as follow. First, the group × measurement session effect in the level of dispositional optimism was not significant. Second, the optimism enhancement program was effective in decreasing the level of depression. The immediate effect of the optimism enhancement program on depression was significant and maintained at the one-month delayed post-test. Third, the optimism enhancement program was effective in increasing the level of psychological well-being. The immediate effects of the optimism enhancement program on ego acceptance, positive interpersonal relations, autonomy, and environmental control were maintained at the one-month delayed post-test. These results imply that the classroom-based optimism enhancement program be feasible and effective in improving middle school girls’ psychological well-being as well as reducing depression. However, the enhancement of dispositional optimism may require a longer-term intervention program including future-oriented components such as putting it in perspective and future goal setting. Finally, limitations of this research and suggestions for further research were presented.