Background: Major depressive disorder can be diagnosed in between 5% and 26% of terminally ill patients. This disorder causes suffering, and is associated with suicidality, increased pain, and increased caregiver burden and caregiver depression. Treatment of depression in cancer patients in hospice and palliative care is complicated by shortened life expectancy. Currently-approved antidepressants take several weeks to be effective. Methylphenidate has been reported in case series and very small randomized trials in patients without cancer as a rapidly effective treatment for depression in medically ill patients. There are no randomized controlled trials to test this agent in terminally ill cancer patients.