Eligible patients who answer yes to the question "are you sad or depressed" will be invited to participate. They will complete measures of depression [Structured Clinical Interview for Diagnosis (SCID), Montgomery-Asberg Depression Rating Scale (MADRS) as primary outcome, Hospital Anxiety and Depression Scale (HADS) as secondary outcome], quality of life, pain, and cognition at baseline. MADRS scores must be greater than 19 and SCID positive for depression at study entry. Subjects will be randomized to either methylphenidate plus an SSRI, or placebo plus an SSRI. Subjects may continue any previously prescribed SSRI, or will be prescribed citalopram if untreated. Participants will be evaluated with the same measures as baseline on days 3, 6, 12 and 18 of the study. In an open label portion of the study, methylphenidate-treated patients whose depression has improved will be followed up to 2 months. Cox proportional hazard analysis will be used to analyze the primary outcome. An estimated 104 subjects will be entered over five years. Caregivers will complete measures of depression and caregiver burden at days 0 and 18.