Background Previous studies indicate that early symptomatic improvement, typically observed during the first 4 weeks of psychological therapy, is associated with positive treatment outcomes for a range of mental health problems. However, the replicability, statistical significance, and magnitude of this association remain unclear. Aim The current study reviewed the literature on early response to psychological interventions for adults with depression and anxiety symptoms. Methods A systematic review and random effects meta‐analysis were conducted, including studies found in Medline, PsychINFO, SCOPUS, Web of Science, and through reference lists and reverse citations. Results Twenty‐five eligible studies including 11,091 patients measured early response and examined associations with posttreatment outcomes. It was possible to extract and/or calculate effect size data from 15 studies to conduct a meta‐analysis. A large pooled effect size (g = 0.87 [95% confidence interval: 0.63–1.10], p < .0001) indicated that early responders had significantly better posttreatment outcomes compared to cases without early response, and this effect was larger in anxiety (g = 1.37) compared to depression (g = 0.76) measures. Most studies were of good quality and there was no evidence of publication bias. The main limitations concerned insufficient statistical reporting in some studies, which precluded their inclusion in meta‐analysis, and it was not possible to examine effect sizes according to different outcome questionnaires. Conclusion There is robust and replicated evidence that early response to therapy is a reliable prognostic indicator for depression and anxiety treatment outcomes.

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