Change in explanatory style (measured by the Attributional Style Questionnaire [ASQ]) has often been considered specific to cognitive therapy (CT). We used data from 59 patients who had received supportive-expressive (SE) dynamic therapy after meeting DSM-III-R criteria for a depressive spectrum disorder and who had completed the ASQ at intake and termination of treatment. We found that depressive symptoms decreased significantly and that explanatory style became more optimistic over the course of treatment. Furthermore, change in ASQ correlated with change in depression. There was some evidence suggesting that ASQ at termination predicted level of depression at follow-up. © 2004 Wiley Periodicals, Inc. J Clin Psychol.