Co-occurring posttraumatic stress disorder (PTSD) and substance use disorder (SUD) is prevalent in military Veterans and is associated with poorer outcomes than either disorder alone. The current pilot study examines the feasibility of delivering integrated cognitive behavioral therapy (ICBT) for co-occurring PTSD-SUD to Veterans who served in Iraq and Afghanistan. Our primary aims were testing the feasibility of engaging and retaining Veterans with a complex clinical presentation in a 12-week structured therapy. We focused on two feasibility outcomes: 1) acceptability; and 2) tolerability. We also examined clinically meaningful change in PTSD and depressive symptoms as a secondary aim. Over the course of the study, we recruited 12 eligible Veterans, 6 of whom completed ICBT. We encountered challenges related to engaging and retaining Veterans in treatment and discuss adaptations and refinements of ICBT or other integrated treatments for returning Veterans with co-occurring PTSD-SUD to increase feasibility with military Veterans.