Qualitative research in relation to treatment approaches for youth with mental health difficulties has been limited and, in particular, very little is known about how youth experience therapy. This qualitative study describes adolescent experiences of self in the context of Multiple Family Therapy groups. An ethnographic method was used for data collection and analysis. Two interrelated themes emerged that relate to the structure and the processes that contributed to co-construction of the group culture and the adolescents’ perceptions of self. The first theme: “I feel a whole lot better about myself”, relates to aspects of the group culture that supported the adolescents to experience an enhanced working self concept. The second theme: “We knew it was possible to change”, relates to transformations in the adolescents’ relational selves that they associated with their experiences in the group. These findings have implications regarding the potential of the MFT model to support youth: to express themselves authentically; to strengthen their sense of self; and to positively transform their relational selves, thus supporting their healthy development and future well-being as adults.