Very little research has been conducted so far to study the potential mechanisms of change in long-term active psychological treatments of recurrent depression. The present pilot randomized controlled trial aimed to determine the feasibility of studying the change process occurring in patients during the course of 2-year-long dynamic psychotherapy, psychoanalysis, and cognitive therapy, as compared with clinical management. In total, eight outpatients presenting with recurrent depression, two patients per treatment arm, were included. All patients were randomly assigned to one of the four treatment conditions. Defense mechanisms and coping patterns were assessed using validated observer-rated methodology based on transcribed, semistructured follow-along independent dynamic interviews. The results indicated that, whereas some patients in the active treatments changed on the symptomatic levels, some others remained unchanged during the course of their 2-year-long treatment. However, with regard to potential mechanisms of change in these patients, changes in defense mechanisms and coping patterns were revealed to be important processes over time in successful therapies and, to a lesser extent, in less successful treatments. No change was found either on outcome or on the process measure for the control condition, that is, clinical management. These results are discussed along with previous data comparing change in defense mechanisms and coping during the course of treatments.