Depression is a highly recurrent disorder with significant personal and public health consequences. Prevention of recurrence would be extremely desirable, and thus researchers have begun to identify risk factors that are specific to recurrence, which may be different from risk factors for first onset of depression. Methodological issues in this area of research are briefly reviewed (e.g., the various definitions of "recurrence" and "depression"), followed by a review of studies on specific risk factors, including demographic variables (gender, socio-economic status, and marital status), clinical variables (age at first onset, number of prior episodes, severity of first/index episode, and comorbid psychopathology), family history of psychopathology, and psychosocial and psychological variables (level of psychosocial functioning, cognitions, personality, social support, and stressful life events). In addition, scar theories are evaluated for their potential to explain how these variables and recurrent depression are linked. Our review suggests that recurrent depression reflects an underlying vulnerability that is largely genetic in nature and that may predispose those high in the vulnerability not only to recurrent depressive episodes, but also to the significant psychosocial risk factors that often accompany recurrent depression.