While there is growing evidence for the efficacy of programs aimed at preventing depression, extensive variability exists in related research designs and methodology. The present contribution focuses on conceptual, methodological and practical considerations relevant to prevention research and practice in depression. First, it will outline characteristics of particular types of prevention (universal, selected, and indicated prevention) along with their strengths and weaknesses. It will also address the problem of reliable case identification, the adequate assessment of key symptomatology and relevant risk, protective, and vulnerability factors, the significance of preceding comorbidity which may affect the course of depressive symptoms, and, finally, the necessity for instruments allowing the longitudinal examination of subjects over long time periods or over developmental transitions. Furthermore, it will discuss the use of different outcome criteria (e.g., case status, symptoms, risk factors) and related implications, as well as effects of base rates and length of follow-up intervals on the efficacy of interventions. Finally, it will address the evidence of targeted intervention components in relation to particular risk groups, and will point to adequate implementation and related adherence measures. Recommendations for future prevention research and clinical work will also be provided.