Background Accurate measurement of treatment-related change is a key part of psychotherapy research and the investigation of treatment efficacy. For this reason, the ability to measure change with accurate and valid methods is critical for psychotherapy. Objective The aims of this study were to (1) explore the underlying characteristics of depressive symptom change, measured with the nine-item Patient Health Questionnaire (PHQ-9), following psychotherapy, and (2) compare the suitability of different ways to measure and interpret symptom change. A treatment sample of Web-based psychotherapy participants (n=1098) and a waitlist sample (n=96) were used to (1) explore the statistical characteristics of depressive symptom change, and (2) compare the suitability of two common types of change functions: linear and proportional change. Methods These objectives were explored using hypotheses that tested (1) the relationship between baseline symptoms and the rate of change, (2) the shape of symptom score distribution following treatment, and (3) measurement error associated with linear and proportional measurement models. Results Findings demonstrated that (1) individuals with severe depressive baseline symptoms had greater reductions in symptom scores than individuals with mild baseline symptoms (11.4 vs 3.7); however, as a percentage measurement, change remained similar across individuals with mild, moderate, or severe baseline symptoms (50%-55%); (2) positive skewness was observed in PHQ-9 score distributions following treatment; and (3) models that measured symptom change as a proportional function resulted in greater model fit and reduced measurement error (<30%). Conclusions This study suggests that symptom scales, sharing an implicit feature of score bounding, are associated with a proportional function of change. Selecting statistics that overlook this proportional change (eg, Cohen d) is problematic and leads to (1) artificially increased estimates of change with higher baseline symptoms, (2) increased measurement error, and (3) confounded estimates of treatment efficacy and clinical change. Implications, limitations, and idiosyncrasies from these results are discussed.