Depressive disorders are amongst the leading causes of disability and mortality worldwide and, as such, it is predicted that by 2010 only cardio-ischaemic disorders will provide a greater burden. In addition to the sizable emotional, individual and social burden, depressive disorders cost an estimated US$83.1 billion per year in the United States alone. In spite of effective treatments, a large proportion of sufferers go on to experience recurrences. With successive recurrences, the likelihood of subsequent episodes increases. Despite this, research to date has tended to focus on first episodes or else has not distinguished between episodes. This editorial review highlights a number of differences between first and recurrent episodes which, in turn, recommend more longitudinal, recurrence-oriented, treatments. We also examine the findings from acute tryptophan depletion studies which, it is speculated, help to understand the differences between successive episodes. The overall aim, however, is to highlight the importance of recurrence in depression and to stimulate debate.