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That life stress precipitates depression is one of the most replicated findings in psychiatric research, but prior to Brown and Harris’s seminal contributions, insufficiently rigorous methods led to underestimates of the effects of stress and threatened the field. This chapter provides a methodological and historical overview, followed by a review of evidence that recent stress predicts depression across the life span. It also examines demographic vulnerability factors and research on early adversity and depression, closing with future directions. Two themes manifest throughout. First, stress assessment that uses investigator-rated severity, accounts for severity, establishes temporal precedence, and isolates the few months prior to depression onset remains critical to progress. Second, identifying the most potent forms of stress for depression is a key question that will facilitate both preventive/intervention efforts and more powerful tests in mechanistic research. Although evidence points to interpersonal forms of stress, few studies provide the necessary direct tests.