Objective Although a number of effective psychotherapies have been identified for cancer patients, little is known about therapy processes, as they unfold the course of treatment and the role of therapy processes in treatment outcome. We used growth curve modeling to evaluate the associations between therapy processes and outcomes among gynecological cancer patients participating in 2 types of therapy. Methods Two hundred twenty five women newly diagnosed with gynecological cancer were randomly assigned to receive 8 sessions of a coping and communication intervention or a client‐centered supportive therapy. Participants completed measures of preintervention and postintervention depression, working alliance after Session 2, and postsession progress and depressive symptoms after each session. Therapists completed measures of perceived patient progress. Results Both patients and therapists reported a steady increase in session progress and patients reported a steady decrease in depressive symptoms over the course of both the coping and communication intervention and client‐centered supportive sessions. Perceived progress in one session predicted progress in the subsequent session. Early working alliance predicted improved session progress and reductions in postsession depressive symptoms over sessions. Working alliance did not predict prepost treatment changes in depression. Patient‐rated session progress predicted greater reductions in pretreatment to posttreatment depression, but therapist‐rated progress did not. Conclusions For 2 types of treatment delivered to women diagnosed with gynecological cancer, patient‐rated session progress and depressive symptoms rated over therapy sessions may serve as a yardstick that can be useful to therapists to gauge patient's response to treatment.