Background: Women in secure psychiatric settings have gender specific treatment needs. The current study examined the feasibility of a Dealing with Feelings Skills Group training for dual diagnosis women admitted to a medium secure setting. Method: A pre-test – post-test design was used to evaluate a group programme adapted from dialectical behaviour therapy skills training. Results: Most patients had a primary diagnosis of personality disorder. Treatment completers (n = 29) were compared with non-completers (n = 15). Clinically significant changes in treatment completers were apparent on coping response measures of positive reappraisal, problem solving and alternative rewards; on measures of anxiety and suicidality; on self-reported ability to engage in activities to reduce negative mood and to recognize mood changes. Self-harming and aggressive behaviours also reduced in the 3 months following group treatment. Conclusion: An adapted coping skills component of DBT benefit many dual diagnosis patients: issues related to treatment drop-out and failure to benefit are discussed.