Objective: Although the Unified Protocol contains multiple distinct skills to target anxiety, depression, and related conditions, researchers have yet to establish if patients' use of these skills contributes to symptom change. Using data from the first-stage randomization of a sequential multiple assignment randomized trial, we tested whether general skillfulness, defined by skill knowledge, frequency, quality, and effectiveness, predicted within-or between-person changes in anxiety and depression. We further tested whether use of particular UP skills (e.g., mindfulness and behavior change) predicted changes in these outcomes. Method: Participants (N = 70; M age = 33.74, 67% female, 74% white) completed six sessions of core UP modules and reported on their skillfulness and specific skill use using two novel measures, along with their symptoms of anxiety (Overall Anxiety Severity and Impairment Scale) and depression (Overall Depression Severity and Impairment Scale) before each session, and their alliance (Working Alliance Inventory) after each session. We disaggregated between-from within-person effects to test the effects of skillfulness, skill use, and the alliance on session-to-session symptom change. Results: Greater within-person skillfulness predicted decreases in anxiety and depression. More frequent within-person use of all UP skills predicted decreases in anxiety, whereas more frequent within-person use of alternative actions specifically predicted decreases in depression. Conclusions: This pattern of results provides guidance on the specific aspects of skill training to prioritize in transdiagnostic treatments depending on whether therapists are targeting anxiety or depression.What is the public health significance of this article? For people with anxiety and depressive disorders being treated with the Unified Protocol, using therapy skills more skillfully and more frequently than normal predicts decreases in anxiety. Using therapy skills more skillfully and specifically using alternative actions to avoidant urges more frequently than normal predicts decreases in depression.