Introduction The use of humor in psychotherapy is widely considered to improve therapy outcomes and typically depends on context, patient sensitivity, and the therapist's humor style. Different types of humor may impact treatment type, therapeutic alliance, and therapy outcome; however, evidence from psychotherapy sessions on the role of banter has been sparse to date. Therefore, the study aims to examine banter in a secondary analysis of psychotherapy sessions. Method The sample consisted of 68 depressed outpatients treated with one of three treatment types: psychoanalytic therapy (PA), psychodynamic therapy (PD), and cognitive‐behavioral therapy (CBT). Banter and therapeutic alliance were rated for therapy sessions taken from the middle phase of treatment, outcome was assessed at the end of treatment. Results The main findings were (1) clinical examples of banter in psychotherapy were found in 62 from 68 sessions, (2) significantly more bantering in the main bantering category of facilitation for CBT sessions as compared to other treatment types, (3) facilitative banter as a significant predictor for the positive introject, (4) a significant correlation between bantering and bond between therapist and client. Furthermore, based on these results, psychometric properties of the Klagenfurt Bantering Instrument (KBI) are reported. Conclusion From a bantering perspective, this study emphasizes the need to consider session context, client response, and sarcastic markers when categorizing negative banter using the KBI.