The primary purpose of this study is to determine if duloxetine plus non-drug intervention is more effective than duloxetine alone in patients with depression.

Inclusion Criteria:

• Male or female outpatients at least 18 years of age who, in the opinion of the investigator, meet criteria for major depressive disorder (MDD) as defined by Diagnostic and Statistical Manual of Mental Disorders, 4th Edition (DSM-IV) criteria.

Exclusion Criteria:

• Have a previous diagnosis of bipolar disorder, schizophrenia, or other psychotic disorders.
• Serious medical illness or clinically significant laboratory abnormalities that, in the judgment of the investigator, are likely to require medication/ intervention/hospitalization during the course of the study.
• Abnormal thyroid stimulating hormone (TSH) concentration (outside the reference range of the performing laboratory). Note: Patients diagnosed with hyperthyroidism or hypothyroidism who have been treated on a stable dose of thyroid supplement for at least the past 3 months, have medically appropriate TSH concentration, and are clinically euthyroid are allowed.
• Moderate or severe hepatic impairment, including but not limited to acute liver injury (such as hepatitis), and severe (Child-Pugh Class C) cirrhosis.