Knowledge about critical success factors underpinning beneficial treatment outcomes in psychosomatic inpatient rehabilitation is scarce. The aim of this study was to evaluate the influence of patients’ epistemic stance in relation to the improvement of psychological distress during rehabilitation. In this naturalistic longitudinal observational study, n = 771 patients completed routine assessments for psychological distress (BSI-18), health-related quality of life (HRQOL; WHODAS), and epistemic trust (ETMCQ) before (T1) and after (T2) psychosomatic rehabilitation. Patients were grouped as best, average, and worst responders based on their mean BSI-18 changes during treatment, and their mean change in epistemic trust, mistrust, and credulity was compared using repeated measures analyses of variance (rANOVAs). No associations of performance with sex (p = 0.09), age (p = 0.11), or relationship status (p = 0.58) were found. Best responders reported significantly improved epistemic trust (p = 0.001) and reduced epistemic mistrust (p < 0.001), whereas worst responders reported a significant increase in epistemic mistrust (p < 0.001) and credulity (p < 0.001). Average responders did not change for either epistemic trust (p = 0.11), mistrust (p > 0.99), or credulity (p = 0.96). Our results underscore the role of the epistemic stance in psychosomatic and psychotherapeutic treatments. These results help to better understand what might determine psychosomatic rehabilitation outcomes and indicate the role of epistemic trust as a critical success factor.