Methods: a multicentre, randomized clinical trial, with two groups and 1 year follow-up evaluation. Economic evaluation study. We will study 504 patients (252 in each group), over 50 years assigned to 25 primary care teams (PC) from Catalonia (urban, semi-urban and rural) with major depression and with at least one of the diseases: diabetes mellitus type 2, chronic obstructive pulmonary disease, asthma, and / or ischemic heart disease. They will be distributed randomly into two groups. The intervention group will participate in psychoeducational groups: 12 weekly 90-minute sessions led by two nurses from PC, consisting of health education on chronic physical illness and depressive symptoms.