In this article a literature review is presented on predictive factors of chronicity (duration two or more years) in major depressive episodes in adult populations. A chronic course occurs in 9% to 19% of the depressive patients. The most significant predictors of chronicity are illness-related factors: length of the depressive episode, severity of illness, number of previous episodes, and comorbidity (with somatic illnesses, alcohol addiction, anxiety disorders and possibly dysthymia). Premorbid neuroticism and low socio-economic status also predict chronicity. Life events do not predict chronicity and the role of social support and interpersonal problems is ambiguous. Early treatment (with antidepressant medication) seems to be important in preventing chronicity in high risk patients.