The study aimed to: (1) Identify distinct trajectories of change in depressive symptoms by mid-treatment during psychotherapy for late-life depression with executive dysfunction; (2) examine if nonresponse by mid-treatment predicted poor response at treatment end; and (3) identify baseline characteristics predicting an early nonresponse trajectory by mid-treatment. A sample of 221 adults 60 years and older with major depression and executive dysfunction were randomized to 12 weeks of either problem-solving therapy or supportive therapy. We used Latent Growth Mixture Models (LGMM) to detect subgroups with distinct trajectories of change in depression by mid-treatment (6th week). We conducted regression analyses with LGMM subgroups as predictors of response at treatment end. We used random forest machine learning algorithms to identify baseline predictors of LGMM trajectories. We found that ~77.5% of participants had a declining trajectory of depression in weeks 0-6, while the remaining 22.5% had a persisting depression trajectory, with no treatment differences. The LGMM trajectories predicted remission and response at treatment end. A random forests model with high prediction accuracy (80%) showed that the strongest modifiable predictors of the persisting depression trajectory were low perceived social support, followed by high neuroticism, low treatment expectancy, and low perception of the therapist as accepting. Our results suggest that modifiable risk factors of early nonresponse to psychotherapy can be identified at the outset of treatment and addressed with targeted personalized interventions. Therapists may focus on increasing meaningful social interactions, addressing concerns related to treatment benefits, and creating a positive working relationship.