A core aspect of Dialectical Behaviour Therapy (DBT) is the acquisition and use of DBT skills to replace maladaptive behaviours. However, it is unclear whether DBT skill use is associated with differential reductions in psychological distress across individuals with varying severities of borderline personality disorder (BPD) symptoms. In the current study, moderated mediation analyses were conducted to examine the relationships among DBT skill use and attitudes towards skill use, pre-treatment BPD symptom severity and changes in psychological distress over the course of a 12-week DBT-informed program in a sample of outpatients with mixed psychopathology (N = 102), including a minority with BPD (N = 16). It was predicted that (i) self-reported use of the four types of DBT skills (mindfulness, emotion regulation, distress tolerance and interpersonal effectiveness) and (ii) patient attitudes towards these skills (confidence and perceived effectiveness) would be associated with greater improvements in psychological distress in individuals with higher levels of BPD symptoms compared to individuals with lower levels of BPD symptoms. Results supported this hypothesis, indicating that self-reported DBT skill use and attitudes towards DBT skills are associated with differential patterns of reductions in psychological distress.