Defining chronic depression as persistent symptoms for 2 or more years, a prevalence of chronic depression of 12–15% is found in the literature. A four-part classification of chronic depression is proposed: Chronic Primary Major Depression; Chronic Secondary Major Depression; Characterological or Chronic Minor Depression (Dysthymic Disorder); and ‘Double Depression’. The literature indicates several factors predicting chronicity in primary major depression: more at risk are female patients, particularly those with premorbid neurotic personality traits, individuals with unipolar disorders, and those with higher familial loading for such disorders. Other factors are the adequacy and appropriateness of the treatment given, and the length of illness episode prior to treatment being received. Larger studies with well-matched controls are needed.