Daily activities (zeitgebers) such as waking, eating, and exercising, done alone or in the presence of others, may help to entrain biological rhythms. To examine whether the relationship between zeitgebers and biological rhythms is altered in depression, this study tracked daily activity and cortisol secretion in 50 depressed and 50 control participants using a daily diary methodology. The groups reported similar levels of regular daily activities. Among control participants, regular daily activities were associated with a normative decline in cortisol secretion. Among depressed participants, daily activities and cortisol secretion were unrelated, consistent with the hypothesis that these activities are less able to entrain diurnal rhythms. This lack of social entrainment may underlie some of the circadian disturbances in depression.