The role of therapeutic processes in predicting premature termination of psychotherapy has been a particular focus of recent research. The purpose of this study was to contrast outpatients who completed therapy and those who dropped out with respect to their self‐reported in‐session experiences of self‐esteem, mastery, clarification and the therapeutic alliance. The 296 patients with mixed disorders were treated with an integrative form of cognitive–behavioural therapy without pre‐determined time limit (M = 20.2 sessions). Multilevel analyses indicated that patients who did not completetreatment reported, on average, lower levels of self‐esteem, mastery and clarification and lower ratings of their therapeutic alliance in treatment in contrast to patients who completed therapy. Patient‐reported change in self‐esteem experiences over the course of treatment turned out to be the strongest predictor of dropout from psychotherapy or successful completion. When dropout occurred before the average treatment length was reached, patients reported fewer clarifying experiences as early as the first session and their ratings of the therapeutic alliance were characterized by an absence of positive development. Both of these aspects seem to be involved in patients' decisions to leave treatment early. The findings underscore the importance of the therapeutic process in understanding the mechanisms behind treatment dropout. Copyright © 2014 John Wiley & Sons, Ltd. Key Practitioner Message Analyses data from 296 patients at a private outpatient clinic in a routine practice setting (CBT). Completer/dropout definition: presence or absence of measurement battery at post-assessment. Focuses on change in therapy processes by investigating post‐session reports. Finds that positive changes in self‐esteem experiences is the most robust predictor of dropout, followed by ratings of clarification experiences and the global alliance. In line with recent dropout research, these process indicators might help to detect therapeutic situations that are connected with psychotherapy dropouts.