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Objective: The authors examined changes in the prevalence of major depression in the United States between 1991–1992 and 2001–2002 and sought to determine whether changes in depression rates were associated with changes in rates of comorbid substance use disorder. Method: Data were drawn from two large (Ns exceeding 42,000) cross-sectional surveys of representative samples of the U.S. population conducted 10 years apart. Both surveys used face-to-face interviews, the same diagnostic criteria, and consistent assessment instruments. Rates of past-year major depressive episode in the total samples and among subjects with and without co-occurring substance use disorders in major demographic groups were compared. Results: From 1991–1992 to 2001–2002, the prevalence of major depression among U.S. adults increased from 3.33% to 7.06%. Increases were statistically significant for whites, blacks, and Hispanics and for all age groups. For Hispanic men overall and Hispanic women 18–29 years of age, rates increased but not significantly. The hypothesis that increases in the rates of depression could be explained by concomitant increases in co-occurring substance use disorders was supported only for black men 18–29 years of age. Conclusions: Rates of major depression rose markedly over the past decade in the United States, and increases were noted for most sociodemographic subgroups of the population. If the prevalence continues to increase at the rate it did during the past decade, the demand for services will increase dramatically in the coming years.