The purpose of this study was to understand the meanings and nature of the self-concept of the adolescents through the phenomenological exploration. The participants of the research were seven girls who attend a middle school in P city. They were selected using purposive sampling among the students in a high-risk group for depression based on the suicide-scale in the AMPQ-II test and in the concern of class teachers and counselors over three years. The selected students participated in the group art therapy for this research. The research was conducted over a roughly foru-month period from October 15, 2013 to January 20, 2014. During 11 group art therapy sessions, the participants wrote their life histories in Works, Feeling Notes, and Journal Writings, from which the researcher collected data. After the group art therapy, for one month the researcher conducted in-depth interviews and collected supplementary data from them. The data were analyzed through the four-step phenomenological method of Giorgi. As a result, their self-concept was categorized into seven essential subjects: a repetitive time of anxiety and impatient feelings; parents, you are too far from me to be near; friends, someone who give me both sickness and medicine; I make my own bed; sharing and communications; actuality outside, virtuality inside; a life is a box of chocolates. Based on these concepts, the study led to the following conclusion. First, the youth continue to ask “Who am I?” and explore the self. Second, the self-concept of the youth is influenced by significant persons and the family circumstances. Finally, the self-concept of the adolescents can change and develop over time.