The DSM-IV-TR (American Psychiatric Association 2000) classifies depression into a number of sub-categories and distinctions are made between unipolar and bipolar, neurotic and psychotic and major depression and dysthymic disorder. These sub-categorizations provide conceptual distinctions which are clinically very helpful to the clinician trying to treat depression. When people are depressed, they feel low in mood, tearful and troubled by thoughts and feelings of low worth, guilt and self-reproach. They may be more irritable than usual, have little energy or motivation, lose interest in things that they previously enjoyed and everything seems like a big effort. They become less active, lose their appetite, experience sleep problems and sexual desire disappears. In severe cases of depression there is a risk of suicidal behaviour. In the context of this chapter, depression refers to the less severe end of the spectrum, namely non-psychotic, unipolar depression, since it is for this type of depression that cognitive behavioural therapy has been designed and extensively tested.