Cognitive therapy (CT) may have significant advantages over antidepressants in preventing depression relapses. Many CT patients experience sudden gains: large symptom improvement in 1 between-session interval. Past studies have associated CT sudden gains with in-session cognitive changes but not with life events. This study examined sudden gains and depression relapse/recurrence among 60 CT clinical-trial patients. Survival analyses showed that only one third of sudden-gain-responders relapsed in 2 years, and they had 74% lower relapse risks than did non-sudden-gain-responders. Among patients with sustained responses, 73% experienced sudden gains. The authors also replicated J. R. Vittengl, L. A. Clark, and R. B. Jarrett's (2005) finding that sudden gains identified with their unique criteria did not predict relapse. The current authors' findings suggest that CT sudden gains are not measurement artifacts, and that sudden gains and their causes and consequences might be important in preventing relapses. © 2007 American Psychological Association.