Major depression and anxiety frequently co-occur, but the implications for psychological treatments have rarely been studied. We examined predictors of acute response to interpersonal psychotherapy in 134 consecutively treated female outpatients with recurrent unipolar depression. Women who failed to remit with interpersonal psychotherapy alone experienced higher levels of somatic anxiety, were more likely to meet criteria for lifetime panic disorder, were more likely to meet criteria for nonendogenous or nonmelancholic depression, and reported greater vocational impairment, higher levels of global severity, a longer duration of the index episode, and, somewhat surprisingly, lower levels of social impairment at pretreatment evaluation. A series of backwards stepping logistic regression analyses showed higher levels of baseline somatic anxiety and social functioning to be the most consistent predictors of nonresponse. Our findings strengthen existing evidence that concomitant anxiety can adversely affect the outcome of interpersonal therapy for depression.