This chapter reviews recent research on the relationship between stressful life experiences and depression. A distinction is made between aggregate studies of overall stress effects and focused studies of particular events and difficulties. A distinction is also made between effects of life stress on first onset of depression and on the subsequent course of depression. Although the available evidence suggests that acute stressful life events can lead to the recurrence of episodes of major depression, a series of methodological problems compromise our ability to make clear causal inferences about the effects of life events on first onset of major depression or about the effects of chronic stress on either onset or recurrence of depression. The main problems of this sort are discussed, and recommendations made for ways of addressing these problems in future studies.