Antidepressants have proven efficacy in the treatment of acute depressive episodes and the prevention of relapse over the long-term. However, whether due to ignorance about the chronicity of depression, intolerable adverse effects, or an inappropriate fear of dependence, antidepressants are often discontinued after remission or recovery from an acute episode, which frequently leads to relapse or recurrence. This, in turn, increases the risk of subsequent poor treatment response and lifelong depressive chronicity. Clinicians should focus on preventing depressive relapse with long-term antidepressant pharmacotherapy, thereby improving patients' overall outcomes, particularly with patients at high risk for relapse. When patients with depression have comorbid anxiety, benzodiazepines may be useful but should be used only as short-term augmentation during the beginning phase of antidepressant treatment; long-term treatment of comorbid anxiety is better managed by antidepressants that also treat anxiety disorders.