Inclusion Criteria:

• Major depression assessed by Structured Clinical Interview for DSM-IV Axis I Disorders (SCID; First et al, 1995)
• Minimum score greater than or equal to 20 on the 17-item Hamilton Depression (HAM-D) Scale at screen and at baseline
• GAF of 60 or less (moderate symptoms) at screen and at baseline
• HAM-D cannot decrease by 25% or more between screening and baseline
• Capacity to give informed consent and to follow study procedures.
• Abstinence or effective method of contraception throughout the study

Exclusion Criteria:

• Scores greater than 2 on the "suicide" item of HAM-D, or history of suicide attempt(s) in the past 12 months
• Current suicidal or homicidal risk, as determined by the investigator
• Women of childbearing age who are pregnant, planning pregnancy in the next 6 months, breast-feeding, or not using medically acceptable means of birth control (hormonal treatment such as birth control pill, injection or implant, IUD, or double barrier of condom and diaphragm together is acceptable; primary use of condom, sponge or diaphragm alone (single barrier) is not acceptable because these may carry a higher rate of failure when used alone
• Clinically significant liver disease (such as hepatitis, cirrhosis, etc); or clinically significant elevation of liver enzyme tests (two times the upper limit of normal; asymptomatic Gilbert's syndrome is not an exclusion). 4. Serious or unstable medical illness. 5. History of seizure disorder (other than febrile).
• Any of the following DSM-IV diagnoses by SCID: current (within past 6 months) alcohol or other substance abuse disorder; schizophrenia, schizo-affective, or other psychotic disorder; bipolar disorder; current panic disorder or obsessive compulsive disorder; history of psychotic features of affective disorder (mood congruent or incongruent)
• Clinical or laboratory evidence of untreated or unstable thyroid disorder
• Failed to respond to at least two adequate antidepressant trials (defined as 6 weeks or more treatment with either greater than or equal to 150 mg imipramine, or tricyclic equivalent), or greater than or equal to 60 mg of phenelzine, or MAOI equivalent, or greater than or equal to 100 mg of sertraline, or its SSRI equivalent
• Have taken sertraline or any form of hypericum during this current episode of depression at any dose level, daily, for at least one month, within the past 6 months
• Current (within past 6 months) use of other prescription or non-prescription drugs, including anticonvulsants and other medications with significant psychotropic properties, antiretroviral medications, cyclosporine, digoxin, coumadin, dietary supplements, natural remedies, and botanical preparations (eg, hypericum, kava, valerian)
• Have had other investigational drugs within 30 days or other psychotropic medication within 21 days of baseline (6 weeks for fluoxetine)
• Known allergy or hypersensitivity to the study medications
• Positive drug urine screen
• Have been in psychotherapy for 2 months or less at the time of enrollment into the study
• Receiving psychotherapies which are specifically designed to treat depression, eg, interpersonal psychotherapy during the study period
• Mental retardation or cognitive impairment, or any disorder that might interfere with their ability to consent or follow study procedures and requirements