This paper reviews evidence from both human and non-human primate studies concerning the role of early adverse experiences in the onset and course of adult depressive disorders. Despite accumulating evidence that stressful life events can play a major role in precipitating the onset of depressive episodes in humans, the mechanisms by which early experiences mediate and moderate the risk for later affective illnesses are not fully understood. Experimental paradigms in primates have documented the important role of undeveloped (social deprivation) or disrupted attachment systems (social separation). Effects of early social deprivation can be seen in many domains. Behavioral effects include repetitive idiosyncratic behaviors, increased self-directed behaviors, inappropriate expression of aggressive behaviors, non-modulated patterns of consumption, and inappropriate sexual and maternal behaviors. Cognitively, such animals require longer habituation time for any task and demonstrate increased perseverance on tasks following non-reward. Physiological effects include an altered hypothalamic-pituitary-adrenal response to stress, changes in diurnal temperature regulation, and alterations in immune function. Neurochemical effects include abnormalities in noradrenergic, serotonergic, and dopaminergic systems. Even neuroanatomical changes following early social deprivation have been reported. Studies with primates have also confirmed that early maternal and peer separations are major behavioral and neurobiological events with both short- and long-term consequences that parallel human depression. Future utilization of experimental paradigms in non-human primates may assist in better understanding the role of early experiences in predisposing to the development of affective illnesses in humans. This review concludes by presenting a model for understanding a developmentally based vulnerability to adult depressions.