This qualitative study's objective was to understand how failure in psychotherapy develops from depressed patients' perspective. Forty-seven patients were interviewed after brief psychotherapy. Data analysis was conducted according to Grounded Theory. Patients evaluated their own psychotherapies' outcome according to their subjective criteria. Then, negative, positive and mixed-results evaluations were compared in the main categories. Results showed that patients reporting negative evaluations considered null or adverse outcomes as failure. Distrust in their psychotherapists (both as persons and professionals) developed in early stages of the process and was apparently hard to revert. This early onset of distrust led patients to a lack of collaboration and an unreceptive attitude. They perceived their psychotherapist as not understanding, distant, and uninterested, losing focus on relevant problems and not providing new information. The relationship was experienced as uncomfortable and distant, and sometimes became harmful. Therefore, distrust led patients to regard their psychotherapies as an unhelpful experience, in contrast to what occurred in patients with positive or mixed results evaluations. Conclusions contribute to a clarification of how patients conceptualize failure and suggest reevaluating the relevance of their perspective, which seems not to be fully reflected in current outcome measures. Clinicians should consider building trust as a baseline and encourage patients to disclose even the earliest negative feelings about treatment and psychotherapist