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Major depressive disorder occurs commonly in association with alcohol dependence, both in clinical samples and in the community. Efforts to treat major depressive disorder in alcoholics with antidepressants have yielded mixed results. This multicenter, double-blind, placebo-controlled trial of sertraline was designed to address many of the potential methodological shortcomings of studies of co-occurring disorders.Following a 1-week, single-blind, placebo lead-in period, 328 patients with co-occurring major depressive disorder and alcohol dependence were randomly assigned to receive 10 weeks of treatment with sertraline (at a maximum dose of 200 mg/d) or matching placebo. Randomization was stratified, based on whether initially elevated scores on the 17-item Hamilton Depression Rating Scale declined with cessation of heavy drinking, resulting in a sample of 189 patients with Hamilton Depression Rating Scale scores ≥17 (group A) and 139 patients with Hamilton Depression Rating Scale scores ≤16 (group B).Both depressive symptoms and alcohol consumption decreased substantially over time in both groups. There were no reliable medication group differences on depressive symptoms or drinking behavior in either group A or B patients.Despite careful attention to methodological considerations, this study does not provide consistent support for the use of sertraline to treat co-occurring major depressive disorder and alcohol dependence. The high rate of response among placebo-treated patients may help to explain these findings. Further research is needed to identify efficacious treatments for patients with these commonly co-occurring disorders.