Approximately 80% of the patients who have a first episode of major depression will have at least one more. The lifetime average is 4 episodes. Nevertheless, despite this high risk of relapse, often severe and disabling, only half the patients with recurrent major depression receive prophylactic treatment. Long-term antidepressant treatment appears to be the most effective option for prophylactic treatment of recurrent major depression. The optimal duration of this treatment remains uncertain, in part because of the lack of long-term studies, that is, with a follow-up longer than 2 years. The interpretation of some of the controlled studies of the prophylactic efficacy of antidepressant treatment is limited by methodological issues: most antidepressants have not been studied in a purely prophylactic approach, but rather as a maintenance treatment after response during an acute episode. Lithium and carbamazepine may be prescribed as second-line preventive treatment. Although we lack controlled studies of the prophylactic efficacy of psychotherapies in recurrent depression, interpersonal, cognitive and behavioral psychotherapies have been shown to be effective in reducing the relapse rate, especially when associated with antidepressants. Treatment duration should be determined individually, taking into account the patient's risk profile and international and national guidelines.