Recently, antidepressants and other similar acting agents have been explored as a class of medications to treat major depressive disorder (MDD) in the context of perimenopause, as well as the somatic symptoms of perimenopause (such as hot flashes). Omega-3 fatty acids, which include eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA), are nutritional compounds with widely established health benefits and which occur naturally in fish and marine sources. Results of previous mood disorder studies have indicated that omega-3 fatty acids may be of help in the treatment of depression. Therefore, the current study is designed to examine the effectiveness and tolerability of the study drug, Omacor, (omega-3 fatty acid ethyl esters), in the treatment of major depressive disorder in perimenopausal women.