Recent research in psychotherapy shows that the study of psychotherapeutic interaction by focusing attention on the conversation of interlocutors, provides signals to analyze the therapeutic change. The purpose of the present case study is to understand the movement of a Therapeutic Exchange Structure in the conversation of complete psychotherapeutic processes of depressed adolescents with attempted suicide in a hospital context, analyzing the use of the time of the exchanges in the sessions, which were segmented in start, development and closure. The results show that the exchanges are managed according to their usefulness in psychotherapy that their occupation is sensitive and adjusted to the work and therapeutic objectives that arise in the interaction. In addition, there would be exchanges that are functional at the beginning, development and closure of each session, and others that should be used with caution. The psychotherapist must know what, when and how to use the Structure of Therapeutic Exchanges.