This is a double-blind, randomized, placebo-controlled, parallel-group study. The study consists of two groups of subjects with Major Depressive Disorder randomized to treatment with either eszopiclone 3 mg or placebo nightly at bedtime for 31 weeks beginning the night of Visit 2. In addition, all subjects will receive open-label treatment with venlafaxine. Safety and efficacy will be evaluated using clinical observations as well as physician and subject administered ratings scales. This study was previously posted by Sepracor Inc. In October 2009, Sepracor Inc. was acquired by Dainippon Sumitomo Pharma., and in October 2010, Sepracor Inc's name was changed to Sunovion Pharmaceuticals Inc.