Depressed persons often feel helpless to change their environment, and at the same time blame themselves for being the cause of misfortune. Paradoxically, they believe they have no effect on events, and in another sense they believe they have powerful effects. The purpose of this study was to examine a resolution of this paradox offered by Janoff-Bulman´s model of self-blame attributions for depression which distinguishes between "behavioral self-blame" and "characterological self-blame". In this study, college students in Taiwan were administered three Chinese versions of instruments, the Beck Depression Inventory, the Attributional Style Questionnaire－a measure of helplessness, and the Self-Blame Scale. Of 1443 students who returned surveys, a stratified sample of1000 participants was analyzed. Six research hypotheses were derived from Janoff-Bulman´s model. Correlational evidence supported four of the six. Both general self-blame and helplessness were significantly positively correlated with depression. These findings support both Beck´s and Seligman´s models of depression, and support the existence of the paradox of belief in which depressed persons feel both helpless and self-blame about the same event. As predicted by Janoff-Bulman´s model, characterological self-blame was significantly correlated with depression and helplessness. However, contrary to predictions, behavioral self-blame was also significantly positively correlated with depression and helplessness. Thus, findings of this study supported Janoff-Bulman´s model of self-blame with regard to assumptions about characterological self-blame, but not with regard to assumptions about behavioral self-blame. Additional exploratory multiple-regression analyses found that helplessness and characterological self-blame were significant predictors of depression. Each uniquely predicted about 5% of the variance in depression. However, behavioral self-blame accounted for only a trivial amount of unique variance. Additionally, depression and characterological self-blame were significant predictors of helplessness, uniquely explaining 5% and 4% of the variance, respectively. Again, behavioral self-blame accounted for only a trivial amount of unique variance. Results of this study provide support for an association between characterological self-blame, helplessness, and depression. Implications and limitations of these findings, as well as suggestions for further research are discussed.