This study will examine the effects of combing naltrexone and fluoxetine (Prozac) versus fluoxetine and placebo in alcoholics with co-occurring major depression. Both groups will actively participate in the 6-month study, which includes weekly individual Dual Disorders Recovery Counseling during the first month and every two weeks during the second through sixth months, plus the naltrexone and fluoxetine or fluoxetine and placebo. Subjects will complete follow-up assessments at 9 and 12 months.