ObjectivesLimited research exists that outlines the predictive relevance of the treatment components of prolonged exposure (PE) for post‐traumatic stress disorder (PTSD) on PTSD and depression symptom outcomes. The goal of the present study was to investigate relations between participant completion of breathing retraining, in vivo exposure, and imaginal exposure exercises and symptom outcomes.MethodsA total of 58 participants completed a trial of PE as part of a larger trial on peer involvement and treatment adherence. Diagnostic and self‐report measures were completed throughout treatment. Participants also recorded weekly completion of breathing retraining, in vivo exposure, and imaginal exposure exercises. Pearson correlations and hierarchical regression analyses were used to investigate relations between average weekly treatment component completion and treatment outcomes, controlling for relevant variables.ResultsAlthough breathing retraining and in vivo exposures were associated with PTSD outcomes in the correlational findings, use of breathing retraining, in vivo exposures, and imaginal exposures were not reliably associated with PTSD symptom outcomes when controlling for other variables in the regression analysis. However, when investigating changes in comorbid symptoms of depression, greater use of breathing retraining was associated with decreased symptoms of depression at posttreatment.ConclusionsPresent findings demonstrate the differential relations between participation in various PE treatment components and posttreatment symptom outcomes. The importance of breathing retraining in addressing comorbid depressive symptoms is discussed, with emphasis on potentially increasing relaxation and positive activities more broadly to encourage further treatment benefits.