Depression is an important target of psychological assessment in patients with end-stage renal disease because it predicts their morbidity, mortality, and quality of life. We assessed the effectiveness of cognitive-behavioral therapy in chronic hemodialysis patients diagnosed with major depression by the Mini International Neuropsychiatric Interview (MINI). In a randomized trial conducted in Brazil, an intervention group of 41 patients was given 12 weekly sessions of cognitive-behavioral group therapy led by a trained psychologist over 3 months while a control group of 44 patients received the usual treatment offered in the dialysis unit. In both groups, the Beck Depression Inventory, the MINI, and the Kidney Disease and Quality of Life-Short Form questionnaires were administered at baseline, after 3 months of intervention or usual treatment, and after 9 months of follow-up. The intervention group had significant improvements, compared to the control group, in the average scores of the Beck Depression Inventory overall scale, MINI scores, and in quality-of-life dimensions that included the burden of renal disease, sleep, quality of social interaction, overall health, and the mental component summary. We conclude that cognitive-behavioral group therapy is an effective treatment of depression in chronic hemodialysis patients.