An open prospective controlled study was designed to compare the efficacy of short‐term dynamic group psychotherapy with the standard treatment in patients with depressive symptoms attended in the primary care setting. A total of 115 patients with depressive symptoms were assigned to receive psychotherapy (75 min) over 9 months (37 to 39 sessions) (n = 70) or the standard care (n = 45). Outcome measures were the differences between baseline and post‐treatment in the 17‐item Hamilton Depression Rating Scale (HDRS), Hamilton Anxiety Rating Scale (HAM‐A) and the Short‐Form Health Survey (SF‐12) questionnaire in the two study groups. At the end of dynamic group psychotherapy, statistically significant improvements in the mean scores of all questionnaires were observed, whereas in control patients, significant improvements were only observed in the HDRS‐17 scale and in the Mental Component Summary score of the SF‐12. The mean changes after treatment were also higher in the psychotherapy group than in controls in all outcome measures, with statistically significant differences in the mean differences in favour of the psychotherapy group. In summary, implementation of short‐term dynamic group psychotherapy run by experienced psychotherapists for patients with depressive symptoms attended in routine primary care centres is feasible and effective. © 2016 The Authors. Clinical Psychology & Psychotherapy published by John Wiley & Sons Ltd. Key Practitioner Message Short‐term dynamic group psychotherapy was delivered as a non‐pharmacological intervention to improve depressive symptoms. Statistically significant differences as compared with a control group were observed in 17‐item Hamilton Depression Rating Scale (HDRS), Hamilton Anxiety Rating Scale (HAM‐A) and the Short‐Form Health Survey (SF‐12) questionnaire. Implementation of short‐term dynamic group psychotherapy run by experienced psychotherapists for patients with depressive symptoms attended in routine primary care centres is feasible and effective.