Clinical trials on Dialectical Behavior Therapy Skills Training (DBT-ST) as a stand-alone intervention for alcohol use disorder (AUD) showed promising outcomes. Improvements in difficulties with emotion regulation (DER) played a mediating role on abstinence maintenance. However, the effect of DER, together with specific coping strategies, have not been considered yet in the treatment of clinical features associated to AUD and concurrent substance use disorders (CO-SUDs). The current study aims at investigating changes in the number of consecutive days of abstinence (CDA), severity of AUD and CO-SUDs (Shorter PROMIS Questionnaire; SPQ alcohol, prescription, illicit drugs subscale), DER (Difficulties in Emotion Regulation Scale; DERS) and coping strategies (DBT Way of Coping Checklist; DBT-WCCL) during a 3-month DBT-ST program for the treatment of AUD and CO-SUDs. Furthermore, four independent multiple parallel mediational models were estimated considering scores of CDA/SPQ, DERS and DBT-WCCL dimensions as dependent, independent and mediators variables respectively. One-hundred eight individuals with a primary diagnosis of AUD were consecutively admitted. The results showed significant and moderate to large improvements in CDA, severity of AUD, CO-SUDs and DER. The analyses detected significant improvements in the use of DBT Skills. The changes in DER predicted decreases in SPQ scores. The changes in DBT-WCCL scores were mediators of the previous relationships, considering SPQ alcohol and prescription drugs subscales. These findings support the implementation of DBT-ST as a stand-alone intervention for the treatment of AUD and CO-SUDs. DER together with coping strategies are relevant therapeutic mechanisms in the treatment of clinical features related to SUDs.