This study adapted and validated the How I Think Questionnaire (HIT-Q), intending to develop an Arabic version of the measure. The study assessed the (a) factorial structure of the Arabic version of the How I Think Questionnaire (A-HIT-Q), (b) construct validity evidence of the A-HIT-Q based on the internal structure of the scale, and (c) criterion validity evidence, highlighting how the cognitive distortions measure relates to some key theoretical variables such as depression. This study involved 762 Tunisian students aged 15–22 years, using a non-probabilistic sampling method. The students were boys (n = 297) and girls (n = 465). They completed self-report forms on Arabic-HIT-Q, depression (HADS), sleep (ISI), and physical activity participation, adhering to all relevant ethical considerations. Exploratory analysis revealed four factors which accounted for 73.46% of the variations in the distortion measure. Reliability analysis showed good internal consistency (α = 0.915) and temporal stability (r = 0.879). Criterion validity evidence showed cognitive distortion (as measured with the A-HIT-Q) was significantly associated with physical activity participation, anxiety, depression, and insomnia. However, no significant relationship has been observed between cognitive distortion, age, gender, and study levels. The evidence gathered supports the utility of the A-HIT-Q. Thus, the instrument demonstrates high efficacy in assessing the levels of cognitive distortions among adolescent students residing in Arabic-speaking regions.