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Partial hospitalization programs (PHPs) offer a critical level of care that bridges the gap between outpatient and inpatient treatment. Many PHPs implement transdiagnostic approaches, treating patients with a wide range of presenting problems. Despite research suggesting that transdiagnostic PHPs are associated with favorable treatment outcomes, research has yet to examine possible heterogeneity in symptom trajectories as well as factors which may be related to said heterogeneity. We analyzed daily depression symptoms (both cognitive/affective and somatic) of 2,640 patients receiving treatment in a transdiagnostic PHP and identified latent subgroups characterized by heterogeneous trajectories. We then sought to determine if certain patient demographic factors or diagnostic factors were related to trajectories of depression symptoms throughout treatment. Results indicated three classes of trajectories for both cognitive/affective and somatic symptoms of depression: (1) low initial symptoms with steady improvement, (2) consistently high symptoms, and (3) initial worsening then rapid improvement. Female sex and greater psychiatric comorbidity were significantly associated with the consistently high symptom trajectory. Implications and future directions are discussed.