Substance use disorders (SUDs) are highly prevalent and have deleterious effects on one’s health and well-being. Inpatient treatment for SUDs reduces patient relapse, which subsequently ameliorates these negative effects on the individual and society. Additionally, those who complete treatment are less likely to relapse compared to those who do not complete treatment. Thus, maintaining patient engagement in treatment and reducing the rates of those leaving against medical advice (AMA) is particularly important. Examining the factors and comorbidities that may contribute to treatment dropout has the potential to identify at-risk patients in need of additional individualized intervention. The current study aimed to examine comorbid anxiety, depression, and post-traumatic stress disorder (PTSD) symptoms as predictors of dropout AMA in a residential substance use treatment population. Results showed that patients with social anxiety were more likely to leave treatment AMA, while those with PTSD were more likely to complete treatment. Findings suggest that PTSD-specific treatment, as offered in this facility, may help with patient retention, while group focused therapy may be distressing to those with social anxiety. Clinical implications of this research may include incorporating evidence-based practice for social anxiety early during inpatient treatment to reduce anxiety such that patients may better engage with SUDs treatment.