This is a randomized double-blinded placebo-controlled trial to see if treatment with sertraline as compared with placebo tablets will improve depression symptoms in patients with chronic kidney disease who have not yet started dialysis or received a kidney transplant. The investigators will also investigate whether sertraline treatment will improve quality of life and whether it is safe to use in patients with kidney disease. The study subject will be randomly assigned to take either sertraline or a placebo tablet for 12 weeks.