Between October 1989 and November 1992, the authors surveyed approximately 10,000 women between 45 and 54 years of age residing in western metropolitan Boston and selected as cases all women naturally menopausal before age 40 and a sample of women naturally menopausal between ages 40 and 46. Controls were a random sample of women who were premenopausal or naturally menopausal after age 47. Based on the results of an in-person interview to assess past reproductive and medical history, 14% of 344 cases compared with 6% of 344 controls reported a history of medically treated depression at least 1 year prior to menopause or comparable reference age in controls (adjusted odds ratio (OR) = 1.9, 95% confidence interval (CI) 1.1-3.3). The association of medically treated depression and early menopause was greatest in women naturally menopausal before age 40 compared with their age-and residence-matched controls (OR = 6.6, 95% CI 0.7-58.9) and in women who reported a history of medically treated depression that required more than 3 years of treatment (OR = 4.0, 95% CI = 1.3-12.0). This is the first study to suggest a link between a self-reported history of medically treated depression and early menopause. Additional studies are necessary to clarify the basis for this association.