Objective: Obesity in children and adolescents is associated to a morbidity that has increased significantly. It has become a public health problem around the world. The objective of this paper was to evaluate the efficacy of the cognitive behavioral treatment strategy in the comprehensive management of obesity in adolescents. Methods: Double blind, randomized, and controlled intervention study, of four months of follow-up, with a total of 115 obese adolescents, aged 12 to 16 years. The intervention group received cognitive behavioral treatment strategy, as well as advise on diet and exercise. At the same time, the control group only received advise on diet and exercise. Results: The percentage of adolescents who showed adherence to diet was 73.7 % versus 41.4 %, (p = 0.0009) and to exercise, 61.4 % versus 19.0 %, (p < 0.0005); compared with the control group, the intervention group was significantly higher. A total of 10 adolescents (17.5 %) in the intervention group and 26 (44.8 %) in the control group dropped-out (p = 0.003). Despite there were significant differences between groups, adolescents in the intervention group exhibited a higher and sustained decrease in body weight, body mass index, as well as in the body fat percentage. Conclusions: The cognitive behavioral treatment strategy improves adherence and decreases desertion of the weight reduction program in adolescents.