Participants in this double-blind study will be randomly assigned to receive either desensitization therapy or cognitive behavioral therapy to target insomnia. All participants will also receive escitalopram oxalate, an antidepressant medication. The study will last 12 weeks. The severity of participants' depression and insomnia will be assessed. Study visits will occur weekly for the first 6 weeks, bi-weekly for the last 6 weeks, and once 6 months post-intervention.