This preliminary study evaluated prognostic indicators or predictors of response to cognitive therapy. The sample included 37 unipolar outpatients with moderate to severe major nonpsychotic depressive disorder, according to Research Diagnostic Criteria. Demographic characteristics (sex, age, marital status, and education), pretreatment severity measures (Hamilton Rating Scale for Depression [HRSD] and Beck Depression Inventory [BDI]), pretreatment cognitive measures (Dysfunctional Attitudes Scale [DAS] and Attributional Style Questionnaire Failure Composite [ASQ-F]), and historical features (length of illness, length of current episode, number of episodes, and age of onset) were used in multiple regression models to predict response. In accord with previous findings, patients who had higher (rather than lower) pretreatment HRSD, BDI, or DAS scores and were single (rather than married) showed a poorer response to cognitive therapy, according to the HRSD. Furthermore, married outpatients with high DAS scores or single patients with low DAS scores showed an intermediate response to cognitive therapy, while single patients with high DAS scores responded the least. Generally, effects were stronger when response was assessed according to clinician-rated severity measures rather than patient self-reports.