Background: Deficits in emotion regulation skills are possible factors maintaining major depressive disorder (MDD). Therefore, the aim of the study was to test whether integrating a systematic emotion regulation training (ERT) enhances the efficacy of routine inpatient cognitive behavioral therapy (CBT) for MDD. Methods: In a prospective randomized controlled trial, 432 inpatients meeting criteria for MDD were assigned to receive either routine CBT or CBT enriched with an intense emotion regulation skills training (CBT-ERT). Results: Participants in the CBT-ERT condition demonstrated a significantly greater reduction in depression (response rates-CBT: 75.5%, CBT-ERT: 84.9%; remission rates-CBT: 51.1%, CBT-ERT: 65.1%). Moreover, CBT-ERT participants demonstrated a significantly greater reduction of negative affect, as well as a greater increase of well-being and emotion regulation skills particularly relevant for mental health. Conclusions: Integrating strategies that target emotion regulation skills improves the efficacy of CBT for MDD.