Previous studies have suggested that a considerable number of depressed patients suffer from sustained or repeated episodes of depressive symptoms. We developed a risk factor index based on data obtained at admission to treatment predicting sustained nonremission of depressive symptoms over 4 years for a sample of 370 unipolar depressed inpatients and outpatients. The six risk factors for sustained nonremitted depression are: less education, more severe initial depressive mood and ideation, secondary major depression, prior treatment, comorbid medical conditions, and fewer close relationships. These findings suggest that identification of these risk factors before selecting treatment type and intensity may improve long-term clinical outcomes.