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Objective: This randomized, double‐blind, placebocontrolled study evaluated the efficacy and tolerability of bupropion sustained‐release (bupropion SR) in reducing weight and depressive symptoms in obese adults. Research Methods and Procedures: Obese adults (body mass index, 30 to 44 kg/m2) not currently meeting criteria for major depression but with depressive symptoms (Beck Depression Inventory score 10–30) received bupropion SR 300 mg/d or placebo for 26 weeks with a 500 kcal/d‐deficit diet. Patients who lost <5% of baseline weight at week 12 had bupropion SR dosage or placebo increased to 400 mg/d in a blinded fashion. Results: The bupropion SR group (n = 193) lost an average of 4.4 kg (4.6% of baseline weight) vs. 1.7 kg (1.8% of baseline weight) on placebo (n = 191, p < 0.001, last‐observation‐carried‐forward analysis). More patients in the bupropion SR group than in the placebo group (40% vs. 16% of intent‐to‐treat sample, 50% vs. 28% of completers, respectively) lost at least 5% of baseline weight (p < 0.05 at week 4, p < 0.001 at weeks 6 to 26). The percentage of patients reporting ≥50% decrease in depressive symptoms did not differ between groups, but depressive symptoms improved more with bupropion SR than with placebo among patients with a history of major depression (p < 0.05, weeks 4 to 26). In the sample as a whole, improvement in depressive symptoms was related to weight loss of ≥5% regardless of treatment (p < 0.0001). Bupropion SR was well‐tolerated. Discussion: Bupropion SR in combination with a 500 kcal/d‐deficit diet facilitated weight loss. Weight loss of ≥5% may improve mood in obese patients with depressive symptoms.