Research on treatment course and outcome in depression is mixed with respect to the implications of life stress. Several concerns are addressed in a prospective study of 91 individuals treated for recurrent depression. Specific forms of stress occurring before treatment entry predicted a poor clinical response both after 16 weeks and after a more extended intervention period. Specific forms of stress occurring during the 1st 6 weeks of treatment also predicted poor response after 16 weeks and after the extended intervention period. Severe stress occurring early in treatment predicted a longer time to attain relief for treatment responders. Concepts underlying the idea that stress-related disorders have a better clinical outcome are discussed, and it is proposed that life stress has different implications for individuals with and without recurrent depression.