Past research has consistently documented the positive relationship between a transition to marriage and psychological well-being. In this study, we separate the depressed from the nondepressed to assess whether the benefits marriage has for psychological well-being depend on premarital depression. We also examine whether the effect of marital quality in moderating the psychological consequences of marriage differs for the depressed and the nondepressed. Results indicate that, on average, those who were depressed prior to marrying report larger psychological gains from marriage than those who were not depressed. The role of marital quality in moderating the effect of marriage on psychological well-being is similar for previously depressed and previously nondepressed respondents. These findings call into question the assumption that marriage is always a good choice for all individuals. What appear to be strong average benefits of marriage are actually highly dependent on a range of individual, interpersonal, and structural characteristics.