Four hypotheses have been proposed to explain why nonsuppression on the dexamethasone suppression test occurs in patients with major depression. These include 1) increased metabolism of dexamethasone, 2) decreased sensitivity of pituitary glucocorticoid receptors to dexamethasone, 3) hyperresponsivity of the adrenal gland to ACTH stimulation, and 4) increased central drive of the pituitary from hypothalamic/limbic structures that overrides the action of the dexamethasone. A critical review of the literature suggests that the last hypothesis is most closely supported by the data. Despite this conclusion, factors other than depression may be involved in hypothalamic-pituitary-adrenal axis dysfunction.