A central component of Dialectical Behavior Therapy (DBT) is the teaching of specific behavioral skills with the aim of helping individuals with Borderline Personality Disorder (BPD) replace maladaptive behaviors with skillful behavior. Although existing evidence indirectly supports this proposed mechanism of action, no study to date has directly tested it. Therefore, we examined the skills use of 108 women with BPD participating in one of three randomized control trials throughout one year of treatment and four months of follow-up. Using a hierarchical linear modeling approach we found that although all participants reported using some DBT skills before treatment started, participants treated with DBT reported using three times more skills at the end of treatment than participants treated with a control treatment. Significant mediation effects also indicated that DBT skills use fully mediated the decrease in suicide attempts and depression and the increase in control of anger over time. DBT skills use also partially mediated the decrease of nonsuicidal self-injury over time. Anger suppression and expression were not mediated. This study is the first to clearly support the skills deficit model for BPD by indicating that increasing skills use is a mechanism of change for suicidal behavior, depression, and anger control.