Whereas sudden gains and losses (large shifts in symptom severity) in patients receiving psychotherapy appear abrupt and hence may seem unexpected, hypotheses from complex-systems theory suggest that sudden gains and losses are actually preceded by certain early-warning signals (EWSs). We tested whether EWSs in patients' daily self-ratings of the psychotherapeutic process predicted future sudden gains and losses. Data were collected from 328 patients receiving psychotherapy for mood disorders who completed daily self-ratings about their therapeutic process using the Therapy Process Questionnaire (TPQ). Sudden gains and losses were classified from the Problem Intensity scale of the TPQ. The other items of the TPQ were used to compute the EWSs. EWSs predicted an increased probability for sudden gains and losses in a 4-day predictive window. These results show that EWSs can be used for real-time prediction of sudden gains and losses in clinical practice.