This study examined predictors of treatment response in 48 individuals who presented for participation in a 10-session cognitive-behavioral group therapy (CBGT) program for depression. The majority of participants carried a diagnosis of major depression and all were concurrently on at least 1 antidepressant medication. The therapeutic approach involved an integration of 2 empirically supported therapies: Beck's cognitive therapy (Beck, Rush, Shaw, & Emery, 1979) and Lewinsohn's Coping With Depression course (Lewinsohn, Antonuccio, Breckenridge, & Teri, 1984). Participants completed the Burns Depression Checklist, the Dysfunctional Attitudes Scale (DAS), and the Burns Hopelessness Scale, a 5-item questionnaire which assesses the degree of optimism/pessimism an individual has regarding mood and symptom control. No significant differences were found on pre-treatment dysfunctional attitudes or depressive symptomatology between individuals who dropped out of treatment (n = 9) and treatment completers (n = 39). However, pre-treatment hopelessness scores were significantly higher in dropouts than in individuals who completed treatment. Increased pessimism about symptom control was also related to fewer reductions in DAS scores throughout treatment among completers and to poorer overall treatment response. These findings suggest that negative expectations about treatment outcome may be associated with reduced treatment benefit in CBGT, and may place individuals at significantly greater risk of premature treatment termination. The theoretical and clinical significance of these findings are discussed and suggestions for future research and practice are detailed.