Cocaine dependence (CD) is often accompanied by major depressive disorder (MDD). The comorbid condition (CD + MDD) is especially difficult to treat, with relapse possibly made more likely by intensified dysphoria during abstinence in the setting of MDD. We studied treatment-seeking CD + MDD volunteers, currently depressed, and a comparison CD group over three days of inpatient monitored abstinence. At admission, Beck Depression Inventory (BDI) and anxiety scores differed significantly between groups. By Day 3, BDI scores improved for both CD and CD + MDD groups. The mood response to cocaine cessation among CD + MDD individuals resembled that of CD participants, contrary to some expectations.