This study will adapt Problem Solving Therapy (PST) for individuals with mild cognitive impairment (MCI) as an intervention for preventing major depression (DEP). PST will be modified so as to be provided to both MCI probands as well as their support person. The primary aim is to examine the effectiveness of PST in individuals with MCI and the support person, at preventing DEP over 12 mos. in MCI probands. We also will examine the effect of exercise on preventing depression.