The cognitive model of depression postulates that the latent dysfunctional cognitive structure serves as a vulnerability factor in the development of depression. This study examines the relation between two cognitive processes (dysfunctional attitudes and perfectionism) and depressive symptoms and quality of life among Chinese adults in Hong Kong. Method: The 146 respondents were recruited from the community in Hong Kong who were potential participants for cognitive-behavioral therapy (CBT). We use the Chinese versions of the Beck Depression Inventory (C-BDI) and the Almost Perfect Scale (revised version; C-APS-R) to measure the severity of depression and the perfectionist attitudes. We use the Chinese versions of the Quality of Life Enjoyment and Satisfaction Questionnaire (C-Q-LES) and the Dysfunctional Attitude Scale (C-DAS) to measure the level of life satisfaction and dysfunctional beliefs. We hypothesize that while C-DAS, C-APS-R, and their subscales would significantly predict C-BDI, these variables would inversely predict C-Q-LES in this study. We employ one-way analyses of variance, a cluster analysis, and separate hierarchical regression analyses to explore the relation among the variables. Results: The results show that the discrepancy subscale of C-APS-R and the C-DAS significantly predict the C-BDI and the leisure activity subscale of the C-Q-LES. Significant predictions are also found in the high standards subscale of the C-APS, C-DAS, and C-BDI and in the social relationships subscale of the C-Q-LES. Finally, the maladaptive perfectionists in the study have significantly higher scores in the C-DAS and C-BDI than had the adaptive perfectionists. Conclusions: This study fills a research gap by identifying the relations among perfectionism, dysfunctional attitudes, depressive symptoms, and quality of life in Chinese adults in Hong Kong.