Minimal efficacy differences have been found between cognitive behavioral therapy (CBT) and psychodynamic therapies for depression, but little is known about patient characteristics that might moderate differential treatment effects. We aimed to generate hypotheses regarding such potential prescriptive factors.

We conducted post-hoc model-based recursive partitioning analyses alongside a randomized clinical trial comparing the efficacy of CBT and short-term psychodynamic supportive psychotherapy (SPSP). Severely depressed patients received additional antidepressant medication. We included 233 adults seeking treatment for a major depressive episode in psychiatric outpatient clinics, who completed post-treatment assessment. Post-treatment mean Hamilton Depression Rating Scale scores constituted the main outcome measure.

While treatment differences (CBT v. SPSP) were minimal in the total sample of patients (d = 0.04), model-based recursive partitioning indicated differential treatment efficacy in certain subgroups of patients. SPSP was found more efficacious among moderately depressed patients receiving psychotherapy only who showed low baseline co-morbid anxiety levels (d = −0.40) and among severely depressed patients receiving psychotherapy and antidepressant medication who reported a duration of the depressive episode of ⩾1 year (d = −0.31), while CBT was found more efficacious for such patients reporting a duration <1 year (d = 0.83).

Our findings are observational and need validation before they can be used to guide treatment selection, but suggest that knowledge of prescriptive factors can help improve the efficacy of psychotherapy for depression. Depressive episode duration and co-morbid anxiety level should be included as stratification variables in future randomized clinical trials comparing CBT and psychodynamic therapy.