Cognitive therapy (CT) for depression is designed to teach patients material that is believed to help prevent relapse following successful treatment. This study of 35 moderately to severely depressed patients who responded to CT provides the 1st evidence to suggest that both development and independent use of these competencies predict reduced risk for relapse. Among patients who responded to treatment, both CT coping skills and in-session evidence of the independent implementation of CT material predicted lower risk for relapse in the year following treatment. These relationships were not accounted for by either symptom severity at the end of treatment or symptom change from pre- to posttreatment. Self-esteem, assessed at posttreatment, failed to predict risk for relapse in the year following treatment. Thus, CT coping skills and independent use of CT principles, but not overall satisfaction with oneself, appear to play an important role in relapse prevention.