The primary objective of the present study is to examine whether the combination of the antidepressant duloxetine and chronotherapeutic methods (including sleep deprivation, light therapy, and maintaining a regular sleep-wake rhythm) in patient with major depression, will induce an immediate improvement from depression and whether this antidepressive effect will be maintained in the long term (29 weeks). Patient will be randomised to the above mentioned treatment or to an active group receiving exercise.