Few integrated substance use and depression treatments have been developed for delivery in outpatient substance abuse treatment settings. To meet the call for more “transportable” interventions, we conducted a pilot study to test a group cognitive–behavioral therapy (CBT) for depression and substance use that was designed for delivery by outpatient substance abuse treatment counselors. Seventy-three outpatient clients were randomized to usual care enhanced with group CBT or usual care alone and assessed at three time points (baseline and 3 and 6 months postbaseline). Our results demonstrated that the treatment was acceptable and feasible for delivery by substance abuse treatment staff despite challenges with recruiting clients. Both depressive symptoms and substance use were reduced by the intervention but were not significantly different from the control group. These results suggest that further research is warranted to enhance the effectiveness of treatment for co-occurring disorders in these settings.