This is a five-year study on the natural history of bone turn-over in depressed premenopausal women, ages 21 to 45 years, with normal bone mass, and the response to treatment with alendronate in depressed premenopausal women, ages 21 to 45 with low bone mass (as indicated by a bone mineral density (BMD) of negative 1.5 SD below peak bone mass at the spine and/or hip). Osteopenia is defined as a BMD at the spine and/or hip that is between negative 1.5 and negative 2.5 SD; osteoporosis is defined as a BMD that is below negative 2.5 SD at the spine and/or hip. During the initial screening, the women are evaluated for depression. Women who meet DSM-IV diagnostic criteria for Major Depressive Disorder as indicated by a structured psychiatric interview (SCID-IV and HAM-D), will then undergo a DEXA scan to determine BMD. Participants will be divided into four subcategories based on BMD results. Premenopausal depressed women with normal BMD (less than negative 1 SD below the average peak bone mass at the spine and/or hip) (Group B) will be matched by age, race, and body mass index to a control group of healthy, premenopausal, non-depressed women with normal bone mass (Group A). Groups A and B will be followed for 12 months with DEXA determinations every 6 months, measurements of bone turnover markers every 3 months, measurements of relevant endocrine parameters every 3 months, an exercise substudy at 0, 6, and 12 months, and collection of a DNA sample at one of the above visits.