Thirty in-patients received one of three treatments - medication (nortriptyline) alone (MA), relaxation therapy plus medication (RT&M), or cognitive therapy plus medication (CT&M) (each n = 10) - along with ward milieu. The relaxation and cognitive therapy groups participated in 12 therapy sessions. Symptoms of depression and related cognitive variables were assessed at sessions 1, 6 and 12, and at discharge. All groups improved over the course of the study. CT&M and RT&M groups reported significantly fewer depressive symptoms and negative cognitions at discharge than the MA group. The number of subjects judged depressed at discharge was lower in the CT&M group than in the MA and RT&M groups. It is proposed that a consistent rationale for treatment is a significant facilitating factor in achieving behavioural and cognitive changes in depression.