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Objective Executive dysfunction is the core neurocognitive deficit associated with late-life depression (LLD). This study identified changes in executive functioning during a structured behavioural treatment for depression in older adults and ascertained if pre-treatment executive dysfunction predicted treatment response. Method We analyzed data from a large multisite randomized controlled trial of structured behavioral psychotherapies (PST and Engage) for unipolar depression in adults ≥60 years. Participants were diagnosed with major depressive disorder and had Mini-Mental State Examination [MMSE] ≥24. Cognitive measures included the Stroop test, digit span, Iowa Gambling Task (IGT), and Wisconsin Card Sorting Test (WCST). Treatment response outcomes included pre- to post-treatment changes on the Hamilton Depression Rating Scale (HAM-D) and World Health Organization Disability Assessment Schedule II (WHODAS-II). One-way analysis of variance (ANOVA) assessed pre- and post-treatment changes in executive functioning measures across 9 weeks of treatment for 95 participants with complete data. Multiple linear regression models tested whether baseline measures of executive functioning predicted treatment response in (a) HAM-D depression and (b) WHODAS disability scores. Results A one-way ANOVA revealed improvements on IGT performance (Total Money) between baseline and week 9 post-treatment (F(1,186) = 7.00, p 0.05). Conclusion Baseline executive functioning did not predict treatment response (change in depressive symptoms or disability ratings). That is, individuals improved on treatment outcomes regardless of baseline executive dysfunction. In addition, results suggest that these approaches may actually improve real-life decision-making.