There has been marked progress in recent years in the development of effective behavioral therapies for substance use disorders and in the largely independent development of behavioral therapies for mood disorders. Until recently, however, there were few well-specified behavioral approaches that incorporated an integrated approach for individuals in whom these disorders co-occur. The emerging literature on the efficacy of several types of behavioral therapy for engaging individuals with co-occurring mood and substance use disorders in treatment, reducing substance use and affective symptoms, enhancing adherence, and preventing disengagement and relapse is reviewed, followed by discussion of the challenges likely to be met in integrating these behavioral approaches into clinical practice.