Treatment resistant depression is common, persistent, and results in substantial functional and social impairment. This study describes the development and preliminary outcome evaluation of a dialectical behavior therapy-based skills training group to treat depressive symptoms in adult outpatients for whom antidepressant medication had not produced remission. The 16-session, once-weekly group covered the 4 dialectical behavior therapy skill sets: mindfulness, interpersonal effectiveness, emotion regulation, and distress tolerance. Twenty-four patients with ongoing depressive symptoms despite stable, adequate medication treatment for major depressive disorder were randomly assigned to either the skills group or a wait-list condition. The depressive symptoms of participants who completed the study (9 wait-list participants, 10 skills group participants) were compared using a clinician-rated Hamilton rating scale for depression and then replicated using a self-report measure Beck depression inventory. Clinician raters were blind to each participant’s assigned study condition. Skills group participants showed significantly greater improvements in depressive symptoms compared with the control condition. Effect sizes were large for both measures of depression (Cohen’s d = 1.45 for Hamilton rating scale for depression and 1.31 for Beck depression inventory), suggesting that larger scale trials are warranted.