A number of authors have indicated in recent years that the course of depression is not as favourable as previously expected. Research conducted in order to identify predictors of recovery has shown widely different results. In this paper a sample of 90 consecutive patients with non-chronic major depressive disorders (index episode < 6 months) attending four mental health centres in Madrid were followed up prospectively for 6 months, and clinical social and cognitive variables were studied. The patients were treated pharmacologically and controlled. The rate of recovery was measured according to the Hamilton Rating Scale for Depression (HAM-D). Other tools used were: Life Events and Chronic Difficulties, Global Assessment Functioning in the 6 months prior to the onset of episode, Brown Rating Scale for Self-Esteem and Mannheim Interview of Social Support. The results showed that 41 cases recovered (HAM-D score < 8), 29 cases achieved a partial remission, and major depressive disorder persisted in 17 cases (HAM-D score > or = 18). The presence of personality disorders, having suffered a previous episode, GAF score and some aspects of social support were the variables most associated with non full remission in the logistic regression analysis. Personality disorders and the initial HAM-D score were related to non-improvement. Some clinical and cognitive variables maintain a weak relation to outcome and are rejected in logistic regression. This study emphasizes the relationship of personality, and social variables such as social support and previous global functioning, with incomplete recovery in major depression.