The primary purpose of this dissertation was to examine whether life events and difficulties increase the risk of onset of major depression. Life events and difficulties were measured using the Structured Life Events Inventory (SLI), a more structured version of the open-ended, semi-structured Life Events and Difficulties Schedule (LEDs). In addition, several characteristics of life events and difficulties were tested in an attempt to better understand which aspects of these stressors were particularly important in risk for the onset of depression. Also, the psychosocial resources of perceived social support and sense of personal control were examined to determine their effect on the relation between stress and depression. In testing for these relations, the use of discrete-time survival analysis allowed for an examination of how the risk of onset changed over a three month period of time after event occurrence;The risk of onset of depression increased significantly two months after the occurrence of a severe, independent, self-joint focused event (odds ratio = 5.50). Severe dependent events were not significant predictors of onset. A severe event that was related to a long-term, ongoing difficulty increased the risk of onset over and above a severe event that was not related to any type of difficulty. In general, the risk of onset was higher in the second month following a severe event than in the first month after its occurrence;No moderating effects were found for perceived social support or sense of personal control. This indicates that the relation between severe events and depression did not vary as a function of these two variables. Finally, individuals who reported a history of depression were 13.50 times more likely to become depressed during the study period than individuals without a history of depression. Results are consistent with previous research. Implications and future directions are discussed.