General methodological and design issues in research on psychosocial outcome predictors of clinical depression are discussed, and the first stage of a study of discharged depressed in-patients is presented. It involved 115 recovered and 75 non-recovered such patients who were compared regarding stress factors, social support, personality and coping styles. While there were few differences between recovered and non-recovered patients with respect to stable personality traits, recovered patients were less likely to have had severe long-term life difficulties, and their coping style differed: it was characterized by more negative appraisals of stressful situations, greater problem avoidance, less palliative activities, and a lesser inclination to solicit social support. Whereas among women without partners, as well as men, non-recovery was also associated with less support from friends, in particular psychological-emotional support in crises, non-recovered women with partners had much more such support. The results are discussed with reference to the existing literature on outcome correlates of clinical depression.