Clients (n = 79) and therapists (n = 5) rated their alliance using parallel forms of the Agnew Relationship Measure (ARM) after every session of their time-limited psychodynamic–interpersonal or cognitive–behavioral treatments for depression. The ARM assesses 5 dimensions of the alliance: Bond, Partnership, Confidence, Openness, and Client Initiative. Treatment outcome was assessed as residual gain from pretreatment assessment to end of treatment, 3-month follow-up, and 1-year follow-up on 6 standard measures. Some aspects of the alliance as measured by the ARM were correlated with clients' gains in treatment. The strength of the association varied across assessment measures, occasions of outcome assessment, ARM scales, and the session number when the alliance was measured.