A significant number of psychotherapy clients remain untreated, and dropping out is one of the main reasons. Still, the literature around this subject is incoherent. The present study explores potential pre-treatment predictors of dropout in a sample of clients who took part in a clinical trial designed to test the efficacy of narrative therapy for major depressive disorder compared to cognitive-behavioral therapy. Logistic regression analysis showed that: (1) treatment assignment did not predict dropout, (2) clients taking psychiatric medication at intake were 80% less likely to drop out from therapy, compared to clients who were not taking medication, and (3) clients presenting anxious comorbidity at intake were 82% less likely to dropout compared to those clients not presenting anxious comorbidity. Results suggest that clinicians should pay attention to depressed clients who are not taking psychiatric medication or have no comorbid anxiety. More research is needed in order to understand this relationship.Un número significativo de clientes de psicoterapia no recibe tratamiento adecuado y el abandono del mismo es una de las principales razones. La literatura existente al respecto es contradictoria. Este estudio explora potenciales predictores del abandono en una muestra de clientes que participaron de un ensayo clínico diseñado para demostrar la eficacia de la terapia narrativa en el trastorno depresivo mayor en comparación con la terapia cognitivo-conductual. Los resultados muestran que (1) la asignación del tratamiento no predecía el abandono, (2) los clientes que al comenzar el tratamiento estaban medicados tuvieron un 80% menos de probabilidad de abandonar la psicoterapia, comparado con los clientes no medicados y (3) los clientes que padecían de comorbilidad ansiosa tuvieron un 82% menos de probabilidad de abandonar la psicoterapia comparado con los clientes sin comorbilidad. Los clínicos deberían prestar especial atención a los clientes sin medicación o que no padezcan de comorbilidad ansiosa. Se requiere más investigación para comprender esta relación.Portuguese Foundation for Science and Technology (FCT) supported this paper through the Research Project “Ambivalence and Unsuccessful Psychotherapy” [PTDC/PSI-PCL/121525/2010], coordinated by M. Gonçalves, and a doctoral grant to R. Lopes [SFRH/BD/47343/2008]