Phase I involves pilot testing of a 24-week intervention consisting of Cognitive Behavioral Therapy (CBT) and Medication Management (MM) manuals at sites assigned to the COMB treatment group. Participants enrolled at TAU sites will receive treatment for depression that is typical at that site, which may include medication management, psychosocial therapy, or a combination of the two. Psychopharmacological and psychosocial interventions will not be standardized and participants may receive any depression treatment recommended by the site clinicians while on study. Study coordinators and site clinicians, regardless of group assignment, will document depression symptoms and treatment regimens for all participants for 24 weeks. In addition, site staff and participants at COMB sites will participate in an exit interview. The findings from these interviews will be used to revise both CBT and MM intervention manuals at the end of Phase I.