The effectiveness of Stress Inoculation Training with Prolonged Exposure (SITPE) was compared to Eye Movement Desensitization and Reprocessing (EMDR). Twenty-four participants who had a diagnosis of Post Traumatic Stress Disorder (PTSD) were randomly assigned to one of the treatment conditions. Participants were also their own wait-list control. Outcome measures included self-report and observer-rated measures of PTSD, and self-report measures of depression. On global PTSD measures, there were no significant differences between the treatments at the end of therapy. However on the subscale measures of the degree of intrusion symptoms, EMDR did significantly better than SITPE. At follow-up EMDR was found to lead to greater gains on all measures. © 2002 Wiley Periodicals, Inc. J Clin Psychol 58: 1071–1089, 2002.