Adults with an acute episode of major depressive disorder with at least one prior episode will be randomized to Antidepressive medications (ADM) plus 18-months of either Cognitive-behavioral therapy (CBT) or Dynamic psychotherapy (DYN), or to a standard control therapy, Supportive Clinical Management (SUP-CM). We will determine whether a higher percentage of those receiving either CBT or DYN remain well after three years of follow-up, compared to those receiving the standard control treatment. We will also examine the reduction in psychological risk factors as well as potential economic benefits of the three approaches.