A random sample of 3258 adult household residents of Edmonton, Alberta, Canada, were interviewed by trained lay interviewers, using the Diagnostic Interview Schedule (DIS), which generated DSM-III diagnosis data. This paper reports results for major depressive disorder (MDD). MDD was found to affect women more than men by a ratio of nearly 2 to 1. The lifetime prevalence rate for both sexes combined was 8.6%. The period prevalence rates for both sexes combined were 3.2% and 4.6%, for six month and one year, respectively. The presence of a recurrent Major Depressive Disorder was associated with an increased risk of substance abuse, panic disorder and dysthymia, whereas a single major depressive episode was not associated with increased comorbidity.