The prevalence of adolescent depression is increasing, particularly among girls. Existing evidence-based treatments have limitations and/or may not be acceptable to all adolescents and parents. There is evidence that hatha yoga may be useful as an adjunctive treatment for depression in adults. The purpose of the current study was to assess acceptability and feasibility of hatha yoga for depression in teens. We conducted a single-arm pilot trial of 12 weeks of manualized yoga classes specifically targeted toward teens with elevated depression symptoms. We assessed acceptability and feasibility by several metrics and compared our results against a priori benchmarks. We also collected qualitative feedback on the classes. We enrolled 11 teens. We met a priori benchmarks for recruitment and retention rates, credibility of the yoga classes, satisfaction with classes, and (lack of) adverse events causally related to classes. Class attendance and amount of home practice fell below planned benchmarks. Qualitative feedback was positive from the majority, although not all, participants. Results from this study may be used to further refine yoga classes for depressed teens.