Although the role of psychosocial factors in the onset of major depression has been well recognized for several decades, we argue that an integrated theory embracing psychosocial and biological domains will most likely provide a full understanding of the pathogenesis of depression. Advances in biology and psychopharmacology for depression provide the stimuli to examine the potency of different sets of variables to "predict" onset of depression. Recent attempts to develop new strategies for assessing both psychosocial and biological risk factors and examples of how such strategies might apply to depression are discussed.