Dynamic Treatment Regimes (DTRs) are sets of sequential decision rules that can be adapted over time to treat patients with a specific pathology. DTR consists of alternative treatment paths and any of these treatments can be adapted depending on the patient's characteristics. Reinforcement Learning (RL) and Imitation Learning (IL) approaches have been deployed for obtaining optimal treatment for a patient but, these approaches rely only on positive trajectories (i.e., treatments that concluded with positive responses of the patient). In contrast, negative trajectories (i.e., samples of non-responding treatments) are discarded, although these have valuable information content. We propose a Cooperative Imitation Learning (CIL) method that exploits information from both negative and positive trajectories to learn the optimal DTR. The proposed method reduces the chance of selecting any treatment which results in a negative outcome (negative response of the patient) during the medical examination. To validate our approach, we have considered a well-known DTR which is defined for the treatment of patients with alcohol addiction. Results show that our approach outperforms those that rely only on positive trajectories.