Objective: Sudden gains are sudden symptom improvements from 1 psychotherapy session to the next. This study investigates the processes that may facilitate treatment outcome after a sudden gain occurred. Method: A sample of 211 depressed patients who underwent cognitive–behavioral therapy was analyzed. Sudden gains were identified using a session-by-session self-report symptom measure. Patient ratings of general change factors (therapeutic alliance; coping skills) in the sessions before and after a sudden gain were investigated as predictors of outcome. Propensity score matching was used to compare sudden gain patients with similar patients who did not experience a sudden gain. Results: Therapeutic alliance and coping skills increased in the postgain sessions. There were no comparable processes of change among patients without sudden gains. The therapeutic alliance was found to moderate the association between sudden gains and treatment outcome. Conclusion: Results suggest that sudden gains trigger change factors that facilitate the association between gains and treatment outcome. Patient-therapist dyads should work with sudden gains to consolidate symptom relief.