Over the last decades, numerous studies of the efficacy of psychotherapy on major depression have been carried out. They provide evidence of the effectiveness of cognitive therapy and interpersonal therapy in the treatment of mild to moderate depression. The effectiveness of psychotherapy in in-patients and patients with severe depression has not been documented. Maintenance interpersonal therapy may contribute to prevent new episodes in recurrently depressive patients, where promising studies also indicate that cognitive therapy has a preventive effect on future depressions. This calls for larger and better controlled studies.