The proposed study will examine managing relapse in patients with alcohol dependence and depression using a 14-week double-blind, placebo-controlled, combination of 100 mg/day of naltrexone, 200 mg/day of sertraline, and individual, cognitive behavioral therapy (CBT). For testing the medication, the design will be 2x2, consisting of four groups: naltrexone/sertraline, naltrexone only, sertraline only, placebo. All four groups will receive once weekly sessions of CBT given by therapists experienced in working with patients with substance disorders and trained in the principles of CBT.