The purpose of the study is to compare sertraline and atomoxetine/sertraline combination therapy in patients with persistent depressive symptoms.

Inclusion Criteria:

• Meet DSM-IV criteria for major depression with a HAMD-17 rating scale score of at least 18 at visit 1
• Adult men or women, 18 years of age or older
• Must be able to swallow capsules
• Laboratory results must show no clinically significant abnormalities
• If suicidal ideation is present, the investigator should assess its severity and the potential need for other interventions and determine whether these are compatible with study participation

Exclusion Criteria:

• Have a documented history of Bipolar I or II disorder, or of psychosis.
• Have a history of any seizure disorder (other than febrile seizures) or patients who have taken (or are currently taking) anticonvulsants for seizure control.
• Have a history of ADHD
• Have a history of severe allergies to more than 1 class of medications or multiple adverse drug reactions
• Are currently using alcohol, drugs of abuse, or any prescribed or over-the-counter medication in a manner which the investigator considers indicative of abuse