Difficulties falling and/or staying asleep are common in people who suffer from depression. Persistent insomnia can hinder response to treatment. In addition, individuals whose insomnia does not resolve with standard antidepressant therapy are at increased risk for recurrence of their depression. Between 60% and 84% of people who have major depressive disorder report symptoms of insomnia. This study will assess the efficacy of combining antidepressant medication and sleep-focused psychotherapy to simultaneously treat sleep difficulties and depression.