objective: Conduct a randomized trial to test whether a cognitive behavioral intervention designed to decrease depressive symptoms produces subsequent decreases in bulimic and substance use symptoms. Method: Female participants (N = 145) with elevated depressive symptoms were randomly assigned to a 4-session depression intervention or a measurement-only condition and assessed through 6-month follow-up. Results: Relative to control participants, intervention participants showed decreases in depressive symptoms. Intervention participants also showed significantly greater reductions in bulimic symptoms, but not substance use, and change in depressive symptoms mediated this effect for bulimic symptoms. Conclusion: The results provide experimental support for the theory that affect disturbances contribute to bulimic pathology, but do not support the affect regulation theory of substance use. (c) 2006 by Wiley Periodicals, Inc.