This study examines the relationship between depressive symptoms and attrition from outpatient treatment in a Veterans Affairs facility that had recently moved to intensive outpatient-only treatment for substance abuse. This article focuses on 126 consecutively admitted patients who were enrolled on their last day of a 3- to 4-day outpatient detoxification. Results indicate that severe depressive symptomatology presenting at treatment entry is a significant risk factor for early attrition from intensive outpatient substance use treatment but not later attrition. These data indicate that retention efforts should be directed toward the assessment and management of depressive symptoms early in the treatment process, with interventions targeted to those who report severe symptomatology. The results also indicate that future research should focus on potential distinguishing characteristics between early and later attrition.