This study evaluated changes in depression, anxiety, and stress during Army basic training. During week 1 of training, 139 soldiers from two companies volunteered for participation. In week 8, 93 soldiers were available for retesting. Self-reports of depressive symptoms and perceptions of stressfulness at both assessments fell within the normative range for nonclinical samples, whereas endorsement of anxiety symptoms remained slightly elevated, in the mild range. Women endorsed higher levels of anxiety (F = 8.87, p < 0.01) than did men. No gender or ethnicity differences were noted for changes in psychological distress over time. Regression analyses showed that subjects with the highest levels of initial distress on the anxiety, depression, and stress measures had the most change at the end of 8 weeks of training (r values between 0.61 and 0.39; all p < 0.01). Results suggest that initial levels of psychological distress are slightly elevated for anxiety but most individuals adapt to the stress of basic training, with normal levels of distress by the last week.