Sequenced Treatment Alternatives to Relieve Depression (STAR*D) attempts to fill in major clinical information gaps and to evaluate the theoretical principles and clinical beliefs that currently guide pharmacotherapy of major depressive disorder. The study is conducted in representative participant groups and settings using clinical management tools that easily can be applied in daily practice. Outcomes include clinical outcomes and health care utilization and cost estimates. Research findings should be immediately applicable to, and easily implemented in, the daily primary and specialty care practices. This article provides the overall rationale for STAR*D and details the rationale for key design, measurement, and analytic features of the study.