Objective: The aim of this study is to investigate the psychometric properties of the Cognitive Emotion Regulation Questionnaire (CERQ) and the relationship with measures of depression and anxiety in students studying in Shiraz special middle schools for talented students. Method: 500 students filled out the CERQ, SCL-90-R depression and anxiety subscales. Cronbach alpha, factor analysis, and the subscale-total score correlations were used to study the reliability and validity of the CERQ. Results: The results supported the reliability and validity of the CERQ and demonstrated that excluding the respondent gender, self-blame, rumination, positive reappraisal, catastrophizing, and blame-others were the best predictors of depression and anxiety in these students. Conclusion: We can conclude that cognitive emotion regulation strategies could be important factors probably in the depression and anxiety etiology and  treatment.