Major depressive disorder (MDD) is a common and costly illness. Recent research suggests that MDD is a lifelong condition for many patients. This has stimulated researchers to identify risk factors associated with an increased frequency of relapse and recurrence of major depression. One of the most important of these risk factors is an incomplete response to acute treatment. These data have led investigators to pursue techniques that enhance the acute response of patients to therapy, and study whether long-term treatment with antidepressants may prevent relapse and recurrence of MDD. Data from these trials suggest that continuation and maintenance treatment of MDD confers some protection against deteriorating back into an episode after acute treatment and against developing another episode of MDD.