Objective: Controversy exists about the comparative efficacy of different group formats, e. g., open versus closed. Most of the findings come from outpatient, closed group research. In practice, the open format is more widely used. This monocentric study aims to compare the efficacy as well as group cohesion during inpatient group psychotherapy for depression delivered in an open versus closed format. Methods: 291 depressed inpatients (age M = 55.7, SD = 11) of a psychosomatic-rehabilitation clinic were consecutively assigned to either open (n = 117) or closed (n = 174) cognitive-behavioral groups, further subdivided into groups based on length of the stay. Using multilevel models, we examined depression and group cohesion concerning changes in patients' random effects over time. Results: Both group formats showed a reduction in symptomatology (d = 1.8). A significant group format x time interaction in favor of the closed format was found regarding group cohesion. Conclusion: While group cohesion improved in the closed format only, we did not find any significant difference between group formats regarding their efficacy. Further research should focus on randomized controlled trials comparing both formats directly.