Objective: The aim of this study was to examine the effects of sudden gains and depression spikes in a randomized controlled trial of cognitive behavioral therapy (CBT) and behavioral activation (BA) for depression (COBRA trial). Method: This is a secondary analysis of 300 adults with major depressive disorder (MDD) who received CBT (n = 156) or BA (n = 144) (Richards et al., 2016). The Patient Health Questionnaire (PHQ-9) and Structured Clinical Interview Schedule (SCID) were used to measure depression symptoms at 6-, 12-, and 18-month follow-up. Results: One-hundred and ten (37%) individuals experienced sudden gains, and 77 (26%) experienced depression spikes. There were no differences in rates of gains or spikes between treatments. Individuals with sudden gains had lower PHQ-9 scores across follow-up and were less likely to meet SCID criteria than those without a sudden gain. Generalized estimating equation (GEE) models demonstrated that individuals who had a sudden gain and were in CBT had lower PHQ-9 scores at 6 and 18 months than those in BA. Conversely, individuals who had a depression spike and were in CBT had higher PHQ-9 scores across follow-up compared to those without a depression spike and also a greater chance of meeting SCID criteria for MDD at 18 months than those who received BA. Conclusions: The short- and long-term impact of discontinuous change varied by type of treatment package. Identifying strategies within treatment packages and client processes that are associated with gains and spikes may help to inform treatment planning and clinical decision-making. (PsycInfo Database Record (c) 2022 APA, all rights reserved)