The goal of this study was to evaluate the relationship between early change in psychosocial function independent of depression severity and longer-term symptomatic remission. Participants of Combining Medications to Enhance Depression Outcomes trial were randomly selected for model selection (n = 334) and validation (n = 331). Changes in psychosocial function (Work and Social Adjustment Scale, WSAS) from baseline to week 6 were assessed and two data-driven sub-groups of WSAS change were identified in the randomly selected model selection half. Results of analyses to predict symptomatic remission at 3 and 7 months were validated for these sub-groups in the second half (validation sample). From baseline to week 6, psychosocial function improved significantly even after adjusting for depression severity at each visit and select baseline variables (age, gender, race, ethnicity, education, income, employment, depression onset before age 18, anxious features, and suicidal ideation), treatment-arm, and WSAS score. The WSAS change patterns identified two (early improvement and gradual change) subgroups. After adjusting for baseline variables and remission status at week 6, participants with early improvement in the second half (validation sample) had greater remission rates than those with gradual change at both 3 (3.3 times) and 7 months (2.3 times) following acute treatment initiation. In conclusion, early improvement in psychosocial function provides a clinically meaningful prediction of longer-term symptomatic remission, independent of depression symptom severity.