Improving patient compliance with physicians' treatment or prescription recommendations is an important goal in medical practice. We examine the relationship between treatment progress and patient compliance. We hypothesize that patients balance expected benefits and costs during a treatment episode when deciding on compliance; a patient is more likely to comply if doing so results in an expected gain in health benefit. We use a unique data set of outpatient alcohol abuse treatment to identify a relationship between treatment progress and compliance. Treatment progress is measured by the clinician's comments after each attended visit. Compliance is measured by a client attending a scheduled appointment, and continuing with treatment. We find that a patient who is making progress is less likely to drop out of treatment. We find no evidence that treatment progress raises the likelihood of a patient attending the next scheduled visit. Our results are robust to unobserved patient heterogeneity.