Background Missing cases following treatment are common in Web-based psychotherapy trials. Without the ability to directly measure and evaluate the outcomes for missing cases, the ability to measure and evaluate the effects of treatment is challenging. Although common, little is known about the characteristics of Web-based psychotherapy participants who present as missing cases, their likely clinical outcomes, or the suitability of different statistical assumptions that can characterize missing cases. Objective Using a large sample of individuals who underwent Web-based psychotherapy for depressive symptoms (n=820), the aim of this study was to explore the characteristics of cases who present as missing cases at posttreatment (n=138), their likely treatment outcomes, and compare between statistical methods for replacing their missing data. Methods First, common participant and treatment features were tested through binary logistic regression models, evaluating the ability to predict missing cases. Second, the same variables were screened for their ability to increase or impede the rate symptom change that was observed following treatment. Third, using recontacted cases at 3-month follow-up to proximally represent missing cases outcomes following treatment, various simulated replacement scores were compared and evaluated against observed clinical follow-up scores. Results Missing cases were dominantly predicted by lower treatment adherence and increased symptoms at pretreatment. Statistical methods that ignored these characteristics can overlook an important clinical phenomenon and consequently produce inaccurate replacement outcomes, with symptoms estimates that can swing from −32% to 70% from the observed outcomes of recontacted cases. In contrast, longitudinal statistical methods that adjusted their estimates for missing cases outcomes by treatment adherence rates and baseline symptoms scores resulted in minimal measurement bias (<8%). Conclusions Certain variables can characterize and predict missing cases likelihood and jointly predict lesser clinical improvement. Under such circumstances, individuals with potentially worst off treatment outcomes can become concealed, and failure to adjust for this can lead to substantial clinical measurement bias. Together, this preliminary research suggests that missing cases in Web-based psychotherapeutic interventions may not occur as random events and can be systematically predicted. Critically, at the same time, missing cases may experience outcomes that are distinct and important for a complete understanding of the treatment effect.