This paper reviews recent advances in application of cognitive therapy (CBT) to a therapeutic problem in depression. Modern follow-up studies indicate that, in spite of the efficacy of pharmacotherapy, relapse and recurrence rates in some depressed patients remain high. This does not appear mainly due to failure to receive medication, but to reflect intractability of the disorder. In acute treatment, psychological treatments, although beneficial, are less cost-effective than antidepressants, due to high costs of therapists. Benefit which lasts longer, particularly if combined with medication, may therefore be particularly valuable. There have now been seven randomized controlled trials of cognitive therapy designed specifically to test relapse and recurrence prevention. All have shown significant benefit, which lasts beyond the cessation of therapy. The effect appears to be more on preventing symptom return than on lessening current symptoms, to summate well with continuation and maintenance antidepressant, and not to be due simply to enhanced medication adherence. Incorporation into routine clinical practice is now appropriate and recommendations are proposed.