Despite the high rates of depression among substance-abusing female prisoners, no study has tested the efficacy of treatment for this underserved population with complex treatment needs to date. This feasibility study tested group interpersonal psychotherapy for depression adapted for women in prison substance use treatment programs. Twenty-six female prisoners with current diagnoses of major depression and/or dysthymic disorder plus at least one substance use disorder participated in this uncontrolled pilot study. Six consecutive groups met 24 times over 8 weeks. Of the 25 study participants who began the treatment groups, 18 (72%) no longer met the criteria for any depressive disorder by the end of treatment. Depressive symptoms and perceived social support improved significantly by the end of treatment. These pilot results suggest that addressing depressive symptoms via interpersonal concerns is feasible for women in a prison substance use treatment program despite multiple Axes I and II comorbidities.