Little is known about psychological interventions for stress-induced Exhaustion disorder (ED), and there is a need for more research to improve the outcomes obtained in treatments. The present study examines predictors of improvement, including sub-group responses, in a large sample of ED patients receiving a Multimodal intervention (MMI) based on Cognitive Behavior Therapy (N = 915). In step one, available variables were explored separately as predictors of improvement in ED symptoms. In step two, sub-groups were explored through Latent Class Analysis to reduce the heterogeneity observed in the larger group and to investigate whether combining the variables from step one predicted symptom improvement. Younger age, no previous sick leave due to ED, and scoring high on anxiety, depression, insomnia, perfectionism, and treatment credibility emerged as separate predictors of improvement. In the sub-group analyses, a sub-group including participants who were single and had a lower income showed less improvement. Overall, people with ED participating in MMI report symptom improvement regardless of characteristics before treatment. However, the present findings do have the potential to inform future treatments for ED, as they highlight perfectionism as a predictor of improvement and the importance of assessing treatment credibility during treatment.