Limited evidence suggests that depression is associated with poorer outcomes in behavioral weight loss programs; however, people with major depression are typically excluded from weight loss intervention trials. This study examined the effect of depression on women's participation and weight loss in behavioral treatment. Non-treatment seeking obese women over 40 years of age with major depressive disorder (MDD, n = 65) and without MDD (n = 125) were recruited into a 26-session group intervention. Primary analyses compared participants' mean weight change from baseline to 6 and 12 months; at 6 months, women with MDD lost a mean of 3.8 kg vs 4.3 kg for women without MDD (t = 0.54, p = .59). At 12 months, women with MDD lost 3.0 kg and women without MDD lost 3.6 kg (t = 0.44, p =.66). Women who attended at least 12 treatment sessions lost more weight than women who attended fewer sessions, regardless of depression status (ie, there was no significant interaction between depression and session attendance). Results suggest that depression should not be an exclusion criterion for weight loss intervention programs.