Pioglitazone as a Ppar-gamma agonist is an anti diabetic drug. It was also shown that, it has certain anti inflammatory and neuro-protective effects. In recent years it has been proposed that Ppar-gamma agonists may have effects on mood and cognition. In animal studies and in one human case report as well as a pilot study on human subjects these drugs improved symptoms of depression. A randomized controlled and double blind design will provide further evidence for the efficacy of these drugs in major depressive disorder.