This study compared the efficacy of 3 16-week treatments for depression in 63 patients with multiple sclerosis (MS) and major depressive disorder (MDD): individual cognitive-behavioral therapy (CBT), supportive-expressive group therapy (SEG). and the antidepressant sertraline. Significant reductions were seen from pre- to posttreatment in all measures of depression. Intent-to-treat and completers analyses using the Beck Depression Inventory (BDI; A. T. Beck, C. H. Ward. M. Medelson. J. Mock, & J. Erbaugh, 1961) and MDD diagnosis found that CBT and sertraline were more effective than SEG at reducing depression. These results were largely supported by the BDI-18, which eliminates BDI items confounded with MS. However, the Hamilton Rating Scale for Depression (M. Hamilton, 1960) did not show consistent differences between treatments. Reasons for this inconsistency are discussed. These findings suggest that CBT or sertraline is more likely to be effective in treating MDD in MS compared with supportive group treatments.