Recently, antidepressants have been explored as a class of medications to treat major depression in the context of perimenopause, as well as the somatic symptoms of perimenopause (such as hot flashes). Duloxetine (Cymbalta) is one of the newer antidepressants approved for the treatment of Major Depressive Disorder (MDD). Therefore, the current study is designed to assess the efficacy of duloxetine in a sample of women who are perimenopausal and meet criteria for MDD. We will assess impact on MDD and perimenopausal symptoms.