The authors examined the validity of sudden gains identified with T. Z. Tang and R. J. DeRubeis's (1999) method in 2 clinical data sets that involved treatment of major depressive disorder (N=227). Sudden gains replicated among self- and clinician reports of depressive symptoms and predicted better psychosocial functioning at the acute phase treatment end point, in support of their validity. However, sudden gains occurred with roughly the same moderate frequency in pill placebo and pharmacotherapy with clinical management as in cognitive therapy. Furthermore, sudden gains predicted more depressive symptoms and negative failure attributions in longitudinal follow-up of responders to acute phase cognitive therapy. On the basis of these findings, the authors conceptualize sudden gains as one of several possible patterns of acute phase treatment response.