Inclusion Criteria:

• DSM-IV criteria for Major Depressive Disorder
• Patients who self-identify as Hispanic and are Spanish-dominant, English-dominant, or bilingual
• Acceptable methods of contraception
• Hamilton Depression Rating Scale score >= 18 at Visit 1
• Sertraline or venlafaxine ER is clinically appropriate

Exclusion Criteria:

• History of schizophrenia, bipolar affective disorder, schizoaffective disorder, depression with psychotic symptoms, or organic brain syndrome
• DSM-IV criteria for alcohol or substance abuse or dependence during the 6 months prior to screening
• Pregnancy or breast-feeding
• At risk for committing suicide
• Clinically significant renal, pulmonary, cerebrovascular, cardiovascular, gastrointestinal, or endocrine disorders
• Glaucoma, history of increased intraocular pressure (IOP), or at risk for having increased IOP
• Untreated or unstable hypertension
• Clinically significant laboratory abnormalities or abnormal electrocardiogram
• Medical conditions that might interfere with the process of drug absorption, metabolism, or elimination
• Clinically significant thyroid dysfunction (except patients who are stable and asymptomatic on thyroid replacement therapy)
• Current or past history of seizure disorder (except febrile seizure in childhood)
• History of failed sertraline or venlafaxine treatment for at least 4 weeks at adequate doses
• Allergy or hypersensitivity to sertraline or venlafaxine
• History of two failed selective serotonin reuptake inhibitor (SSRI) trials for major depression at adequate doses and duration
• Monoamine oxidase inhibitors (MAOIs) or fluoxetine within 4 weeks prior to screening, or other SSRIs, antidepressants, neuroleptics, mood stabilizers, buspirone, benzodiazepines, or other psychotropic drugs (except zolpidem for insomnia) within 2 weeks prior to screening
• Electroconvulsive Therapy (ECT) within the last 3 months
• Effective medication or psychotherapy