There is a growing body of literature which indicates that acute phases of psychotherapy are often ineffective in preventing relapse and recurrence in major depression. As a result, there is a need to develop and evaluate therapeutic approaches which aim to reduce the risk of relapse. This article provides a review of the empirical studies which have tested the prophylactic effects of therapy (cognitive-behavioral, mindfulness-based, and interpersonal psychotherapy) targeting relapse and recurrence in major depression. For definitional clarity, relapse is defined here as a return to full depressive symptomatology before an individual has reached a full recovery, whereas recurrence in defined as the onset of a new depressive episode after a full recovery has been achieved. Psychotherapeutic efforts to prevent relapse and recurrence in depression have been effective to varying degrees, and a number of variables appear to moderate the success of these approaches. A consistent finding has been that preventive cognitive-behavioral and mindfulness-based therapies are most effective for patients with three or more previous depressive episodes, and alternative explanations for this finding are discussed. It is noted, however, that a number of methodological limitations exist within this field of research, and so a set of hypotheses that may guide future studies in this area is provided.