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In previous quantitative EEG studies of depression, mostly patients with a lifetime history of depressive disorders were reported. This study examined quantitative EEG parameters obtained in the early stages of depression in comparison with age-matched healthy controls. EEG was recorded using two different montages in eyes closed and eyes open resting states. A significant increase in spectrum power in theta (4–7.5 Hz), alpha (7.5–14 Hz), and beta (14–20 Hz) frequency bands was found in depressed patients at parietal and occipital sites, both in eyes closed and eyes open conditions. These results suggest that an increase in slow (theta and alpha) activity in the EEG pattern may reflect a decreased cortical activation in these brain regions. Enhancement of beta power may correlate with anxiety symptoms that most likely play an important role on the onset of depressive disorder.