These skills include identifying negative thoughts and countering them with more positive responses and planning enjoyable activities to improve mood, researchers said.
"This study is the first to show that cognitive behavioural (CB) skills not only predict changes in depression symptoms, but also real-life functioning," said Daniel Strunk from Ohio State University in the US.
"Searching for a job is difficult in any circumstance, but it may be even more difficult for people who are depressed," said Strunk.
The study involved 75 unemployed people, aged 20 to 67, who participated in two online surveys taken three months apart.
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The participants completed a variety of questionnaires that measured depressive symptoms and a variety of psychological variables, such as dysfunctional attitudes, brooding and a negative cognitive style.
They also completed an instrument that measured how often they used CB skills such as countering their own negative thoughts.
The results showed that participants who reported more use
of CB skills were more likely to show an improvement in depressive symptoms in the three months between the surveys - and were more likely to report they had received a job offer.
Many of the skills taught by cognitive behavioural therapy
involve rethinking one's negative automatic thoughts, which are maladaptive thoughts that often pop into one's head without effortful reflection, researchers said.
"The people who got jobs in our study were more likely to be putting into practice the skills that we try to teach people in cognitive therapy," said Strunk.
Researchers did not specifically ask if participants were receiving therapy, but it is likely that few if any of them had received any training in cognitive behavioural therapy, He said.
"Some people just naturally catch themselves when they have negative thoughts and refocus on the positive and use other CB skills. These are the people who were more likely to find a job," said Strunk.