Two studies examined the effect of treatments for depression on perceived failure in self-regulation, operationalized as within-self discrepancy. In Study 1, patients received group cognitive–behavioral therapy (CBT); in Study 2, patients received either individual CBT, interpersonal psychotherapy (IPT), or medication. Treatments showed equivalent efficacy, but only psychotherapy was associated with decreased self-discrepancy and priming reactivity. Highly self-discrepant patients showed less improvement than other patients in all treatments, even after controlling for initial severity. The findings suggest that treatments differ in their impact on self-regulatory cognition, and that highly self-discrepant patients may require longer or alternative treatment.