Participant selection biases can reduce the generalizability of research findings and lead to misestimates of intervention effectiveness. The authors examined factors associated with study participation and attrition among psychiatric outpatients recruited for the initial phase of a health promotion trial. Medical records were reviewed to obtain HIV-risk and substance abuse data, as well as psychiatric and demographic characteristics of potential participants. Of 895 eligible outpatients, 67% (n = 601) consented to participate, among whom 69% (n = 415) completed all baseline appointments. Compared with nonconsenters, consenters were more likely to be at risk for drug problems and to receive care from clinics serving more impaired patients. Study completion was associated with older age, a psychiatric diagnosis other than adjustment disorder, and a recent sexually transmitted disease diagnosis. These findings suggest that patients who could most benefit from risk reduction interventions are more likely to participate.