Major depressive disorder is a highly recurrent disorder, with long-term estimates of recurrence ranging as high as 80%. The impact of first episode depressive symptoms on later recurrence has not been previously examined. The present study sought to identify risk factors for recurrent major depressive episodes by investigating first episode symptoms. It was predicted that the presence of depressed mood and sleep disturbance in the first episode would increase the likelihood of recurrence. Four hundred eighty-seven randomly selected community participants who met DSM-III-R criteria for at least one major depressive episode were assessed twice during adolescence and once in young adulthood. We examined the association between first major depressive episode symptoms and the presence of a recurrent episode. Recurrence was significant predicted by the presence of depressed mood and increased appetite at episode 1. A nonsignificant trend suggested that female gender may also be associated with recurrence. First episode depressed mood, increased appetite, and female gender may serve as specific risk factors for recurrence. The centrality of depressed mood to major depressive disorder is highlighted.