Adult patients of both gender, aged between 18 and 60 years diagnosed with major depression by a psychiatrist and a HamD-17 score ≥ 22 will be enrolled. All patients will undergo a wash out period of 3 days (without e.g. medication or antidepressant medication) prior to receiving sertraline combined with cimicoxib or placebo. In the exceptional case where in opinion of the investigator concomitant psychotic treatment is needed, up to 3 mg lorazepam daily can additionally be administrated during this period and the first two weeks of treatment.Assessment of HamD-17 will be performed by trained psychiatric raters before wash out and at week 0 (baseline) prior to the treatment. If the HamD-17 score decreases to less than 22 at the second rating patients will be excluded from study.Patient must be in-patients during the wash out period and the first two weeks of treatment. Upon recommendation of the investigator, participants can become out-patients with ambulatory care at day clinics after the first two weeks of treatment.At baseline (week 0) patients will be randomised to one of the following treatment arms:· 50 mg of sertraline (one tablet/unblinded) daily plus cimicoxib (one tablet-50mg) twice daily.· 50 mg of sertraline (one tablet/unblinded) daily plus placebo (one tablet) twice daily If at study visit 3 (i.e. after 3 weeks of treatment) the baseline therapy dose of 50 mg of sertraline daily is considered as not therapeutically sufficient (increase of HamD-17 by more than 20% compared to baseline), it can be increased to 100 mg daily at the discretion of the investigator. The decision by the investigator to increase sertraline dose to 100 mg daily is allowed only at study visit 3 and is not permitted at any other time during the study.During the double-blind period, study visits will take place every week until week 6 and clinical psychiatric and safety assessments will be performed. Four weeks after the end of treatment the investigators or their designees will call the patients to capture information on how the patients feel and to assess if the patients experienced any SAE/AEs (e.g. hospitalisations).