This is a randomized double-blinded placebo-controlled trial of adults with predialysis stages 3-5 Chronic Kidney Disease and Major Depressive Episode. Subjects will be randomized in a double-blind fashion to placebo or sertraline (beginning at 50 mg/d and escalated by 50 mg increments every 2 weeks to a maximum of 200 mg/d) and followed for 12 weeks. The primary outcome is to investigate if treatment with sertraline, as compared with placebo, results in an improvement in depression symptom severity as measured by the Quick Inventory of Depressive Symptomatology Clinician Rated (QIDS-C-16) score. Secondary outcomes include whether sertraline, as compared with placebo, improves overall function and quality of life and whether it will result in more serious adverse events.