Background: Although skills of will (volitional competences), such as self-motivation or emotion regulation, are particularly necessary for patients with psychiatric and psychosomatic disorders, it is unknown whether volitional deficits can be reduced and thereby the efficacy of psychotherapy increased. We investigated the effect of a group therapy for improving volitional competence in an inpatient rehabilitation program. Methods: In a controlled clinical trial, patients from a rehabilitation clinic participated either in the volition group therapy in addition to the standard cognitive behavioral therapy (volition group, VG) or in the standard cognitive behavioral therapy (standard group, SG). Patients were tested for volitional competence, depressive symptoms, total psychiatric symptomatology, and physical complaints prior to, at the end of inpatient therapy and after 6 months of follow-up (n = 242). Results: At the end of inpatient therapy, better improvement in volitional competence was observed in the VG than in the SG [e.g. self-motivation: effect size (ES) 0.96 vs. 0.39; ANCOVA: F(1, 209) = 16.58; p < 0.001]. Patients with greater volitional improvements had a better rehabilitation outcome. In the VG, depressive symptoms as well as total psychiatric symptomatology decreased significantly more than in the SG [ES: 1.18 vs. 0.87, F(1, 207) = 4.68, p < 0.05, and ES 1.12 vs. 0.73, F(1, 205) = 4.68, p < 0.05, respectively], but not physical complaints [ES: 0.62 vs. 0.48, F(1, 207) = 1.08, n.s.]. Conclusions: Effect size increased in patients with initially low volitional competence and high motivation to participate in a volitional training. These results might lead to a more systematic assessment and training of volitional competence.