This study examined cognitive and affective predictors of treatment dropout and treatment efficacy in Cognitive Processing Therapy (CPT) and Prolonged Exposure (PE) for PTSD. Study participants were women with PTSD from a sexual assault who received at least one session of either treatment (n = 145) as part of a randomized clinical trial. Results revealed that younger age, lower intelligence, and less education were associated with higher treatment dropout, whereas higher depression and guilt at pretreatment were associated with greater improvement in PTSD symptomatology. Results by treatment condition indicated that women with higher anger at pretreatment were more likely to dropout of PE and that older women in PE and younger women in CPT had the best overall outcomes. These findings have implications for efforts to enhance treatment efficacy and retention in CBT treatment protocols.