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OBJECTIVE: The authors sought to determine the association between treatment for generalized anxiety disorder and the risk of major depression among adults in the community. METHOD: Data were drawn from the National Comorbidity Survey (N=8,098), a representative sample of the United States population age 15–54. Cox proportional hazards were used to determine the association between specific forms of treatment for generalized anxiety disorder and the risk of major depression. RESULTS: Psychopharmacologic treatment of generalized anxiety disorder was associated with a significantly lower risk of major depression. There was no significant association between either having seen a mental health professional for generalized anxiety disorder or having been prescribed a medication for generalized anxiety disorder and the risk of depression. CONCLUSIONS: These results suggest an association between treatment for generalized anxiety disorder and lower risk of depression, which appears specific to pharmacologic treatment. Future research that leads to a more precise delineation of the underlying mechanism of the observed association is needed to identify and develop effective strategies to prevent onset of depression.