Objective: The present study quantitatively reviewed the literature on sudden gains in psychological treatments for anxiety and depression. The authors examined the short- and long-term effects of sudden gains on treatment outcome as well as moderators of these effects. Method: The authors conducted a literature search using PubMed, PsycINFO, the Cochrane Library, and manual searches. The meta-analysis was based on 16 studies and included 1,104 participants receiving psychological treatment for major depressive disorder or an anxiety disorder. Results: Effect size estimates suggest that sudden gains had a moderate effect on primary outcome measures at posttreatment (Hedges's g = 0.62) and follow-up (Hedges's g = 0.56). These effect sizes were robust and unrelated to publication year or number of treatment sessions. The effect size of sudden gains in cognitive-behavioral therapy was higher (Hedges's g = 0.75) than in other treatments (Hedges's g = 0.23). Conclusions: These results suggest that sudden gains are associated with short-term and long-term improvements in depression and anxiety, especially in cognitive-behavioral therapy. (Contains 1 footnote, 3 tables, and 3 figures.)