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Objective: Premature attrition from treatment may lead to worse outcomes and compromise the integrity of clinical trials in major depressive disorder. The purpose of this study was to identify the pretreatment predictors of attrition during acute treatment with citalopram in a large, “real world” clinical trial. Method: A total of 4,041 adult outpatients with nonpsychotic major depressive disorder were enrolled in treatment with citalopram for up to 14 weeks. Attrition was defined as “immediate” (patients who attended a baseline visit only) or “later” (patients who attended at least one postbaseline visit but who dropped out before the 12-week visit). Results: Overall, 26% of enrolled patients dropped out of the acute phase treatment for nonmedical reasons. Of these, 34% dropped out immediately, 59% dropped out by week 12, and 7% dropped out after 12 weeks. Immediate attrition was associated with younger age, less education, and higher perceived mental health functioning. Attrition later in treatment was associated with younger age, less education, and African American race. Experience with more than one episode of depression was associated with less attrition. Conclusions: In clinical trials and clinical practice, several time points in treatment may provide opportunities to engage and encourage populations at higher risk for attrition and populations with high-risk presentation of illness. Additionally, more aggressive forms of treatment implemented earlier in the treatment process in order to increase the likelihood of more rapid efficacy may reduce dropout rates.