Participant retention is one of the more challenging issues in the treatment of substance use disorders. Using data from the National Institute on Drug Abuse Clinical Trials Network’s Women and Trauma Study (recruitment in 2004–2005), we examine prominent factors associated with early attrition among women with cooccurring substance use disorders and posttraumatic stress disorder (N = 340). Early treatment attrition is associated with a history of youth partner violence, perceived need for psychological treatment, and abuse of alcohol, opioids, and stimulants. Logistical barriers (e.g., transportation, having children) were not significantly associated with early attrition. Findings provide insight into characteristics of women who might need additional supports to engage in treatment.