Major depressive disorder is a common and often long-lasting disorder with 12-month prevalence rates estimated to be between 6.6% and 10.3%. Although the personal and societal costs of depression are high, it is well established that depression can be effectively treated using antidepressant medication and/or forms of psychotherapy. Several studies have found that when given a choice, about two-thirds of depressed patients prefer psychotherapy or counseling over antidepressant medication. However, a variety of barriers exist to initiating and maintaining psychotherapy. Only about 20% of all patients referred for psychotherapy actually initiate treatment, and of those who do initiate treatment, nearly half drop out before completing treatment. The use of the telephone to deliver treatment services has been recommended as a way to reduce many of the barriers associated with failure to initiate and sustain treatment. When administered over the telephone, cognitive behavioral therapy (CBT), a form of psychotherapy that teaches ways to modify thoughts and behaviors that contribute to depression, may be superior to face-to-face CBT in improving treatment adherence and reducing depressive symptoms. This study will compare the effectiveness of telephone CBT (T-CBT) versus face-to-face CBT (FtF-CBT) in treating people with depression.