This study aimed at understanding the client experience when cognitive therapy for depression was applied via in-vivo counseling through world-wide web. Three female clients with depressive mood were invited to participate in 9, 12, or 23 on-line counseling sessions. Qualitative methodology was used and content analysis was applied. Data from the Beck Depression Inventory (2nd Edition) were also collected. Results are reported and discussed in two sections. 1. Client experience: (1) identifying automatic thoughts and downward arrow techniques were helpful for clients to evaluate their cognitions; behavior techniques could be used for clients with severe depressive mood. (2) web-based online cognitive therapy helped reduce the depressive mood of client A and client B who had mild depressive mood, and helped provide support for Client C who had severe depressive mood.  2. Counselor experience. (1) Communicating through words helped clients clearly recognize their thoughts and cognitive journey, which was helpful for implementation of intervention strategies; (2) Records of counseling content could be used for homework assignment and for clinical supervision; (3) emoticons could help counselors grasp clients’ emotional states. (4) data transmission functions could help session time planning and introducing intervention strategies such as attaching record of dysfunctional cognitions. Finally, practical suggestions were provided for future research and practice of web-based counseling.