In order to continue studying the benefits of Duloxetine in subjects with perimenopause, this study is designed to enroll 20 perimenopausal women with depression in a 9-week trial. Subjects cannot be enrolled in the study if they are currently using hormone replacement therapy and all patients must meet the criteria for a major depressive episode, which will be verified by the standardized protocol for establishing depression, the Structured Clinical Interview for DSM-IV (SCID).