The goal of this study is to conduct a randomized, comparative, non-inferiority clinical trial that tests the hypothesis that a widely used form of manualized dynamic psychotherapy (supportive-expressive psychodynamic therapy) is not inferior to cognitive therapy when implemented in community mental health settings for the treatment of major depressive disorder (MDD). The specific aims are (1) to conduct a randomized non-inferiority trial to compare supportive-expressive psychodynamic therapy and cognitive therapy for patients with MDD and (2) to assess the comparative effectiveness of supportive-expressive psychodynamic therapy and cognitive therapy on secondary measures of symptoms, patient functioning, and quality of life.