Life stress was studied in relation to postrecovery attrition, symptom course, and recurrence of depression over 3 years. Participants were 67 individuals with recurrent depression who had responded to treatment. Life stress was assessed for the prior 12 weeks at acute treatment entry (T1), initial recovery (T2), and after 17 weeks of sustained recovery (T3). Severe life events at T1 predicted greater attrition, a more favorable postrecovery symptom course, and a lower likelihood of recurrence over 3 years. Life stress at T2 was not predictive of outcomes. Finally, undesirable life events at T3 tended to predict a worse symptom course and a higher likelihood of recurrence, particularly for individuals on medication. The findings are discussed in terms of (a) different processes influenced by life stress over time and (b) limitations of existing longitudinal research for studying the effects of life stress over prolonged intervals.