STAR*D is a multisite, prospective, randomized, multistep clinical trial of outpatients with nonpsychotic major depressive disorder. The study compares various treatment options for those who do not attain a satisfactory response with citalopram, a selective serotonin reuptake inhibitor antidepressant. The study enrolls 4000 adults (ages 18–75) from both primary and specialty care practices who have not had either a prior inadequate response or clear-cut intolerance to a robust trial of protocol treatments during the current major depressive episode. After receiving citalopram (level 1), participants without sufficient symptomatic benefit are eligible for randomization to level 2 treatments, which entail four switch options (sertraline, bupropion, venlafaxine, cognitive therapy) and three citalopram augment options (bupropion, buspirone, cognitive therapy). Those who receive cognitive therapy (switch or augment options) at level 2 without sufficient improvement are eligible for randomization to one of two level 2A switch options (venlafaxine or bupropion). Level 2 and 2A participants without sufficient improvement are eligible for random assignment to two switch options (mirtazapine or nortriptyline) and to two augment options (lithium or thyroid hormone) added to the primary antidepressant (citalopram, bupropion, sertraline, or venlafaxine) (level 3). Those without sufficient improvement at level 3 are eligible for level 4 random assignment to one of two switch options (tranylcypromine or the combination of mirtazapine and venlafaxine). The primary outcome is the clinician-rated, 17-item Hamilton Rating Scale for Depression, administered at entry and exit from each treatment level through telephone interviews by assessors masked to treatment assignments. Secondary outcomes include self-reported depressive symptoms, physical and mental function, side-effect burden, client satisfaction, and health care utilization and cost. Participants with an adequate symptomatic response may enter the 12-month naturalistic follow-up phase with brief monthly and more complete quarterly assessments.