Negative automatic thoughts (NATs) influence perception and memory resulting in a negative self-evaluation. The 30-item Automatic Thoughts Questionnaire (ATQ) was developed to measure NATs and had been validated in several languages. The aim of this study was to examine the psychometric properties of a Danish version of ATQ in adolescents and young adults and to explore the association between NATs and symptoms of depression. We conducted a cross-sectional online survey using a Danish translated version of the ATQ and the Mood and Feelings Questionnaire (MFQ) that assess depressive symptoms. A total of 355 high-school students (aged 15–24 years) completed the survey. The ATQ showed high reliability with coefficient alpha 0.97. Factor analysis confirmed a single factor structure explaining 58% of the variance. Construct validity was tested with Pearson's regressions comparing ATQ and MFQ. The correlations were significant and positive (r = 0.88, p > 0.001) indicating that ATQ measures a construct related to depression. The Danish version of the ATQ had good psychometric properties in a Danish youth sample and is recommended in future clinical and research settings addressing negative thoughts and depressive conditions.