The goal of this study is to begin to test whether or not pioglitazone, an FDA approved medication used to treat high blood sugar, may be safe and effective in treating Major Depressive Disorder (MDD) in patients with comorbid Metabolic Syndrome (METSYN).

Inclusion Criteria:

• Be male or female between the ages of 18 and 70
• DSM-IV diagnosis of major depressive disorder
• Currently depressed as confirmed by the MINI-Plus at the screening visit
• Quick Inventory of Depressive Symptomatology-Self-Report(QIDS-SR) score > 11 at study baseline
• Meets criteria for the metabolic syndrome as defined by the NCEP ATP III criteria

Exclusion Criteria:

• Pregnancy or breast feeding
• Unstable or inadequately treated medical illness as judged by the investigator
• Severe personality disorder
• Serious suicidal risk as judged by the investigator or having a score > 2 on item 18 of the Inventory of Depressive Symptomatology-Clinician Rated (IDS-CR) scale
• Known history of intolerance or hypersensitivity to pioglitazone
• Treatment with pioglitazone in the 3 months prior to randomization
• Currently taking an antidiabetic/glucose-lowering agent. Antidiabetic agents that are prohibited include insulin, rosiglitazone, metformin, sitagliptin, sulfonylureas (e.g. glyburide, glipizide, glimepiride), non-sulfonylurea secretagogues (e.g. repaglinide, nateglinide), incretins (e.g. exenatide), and α-glucosidase inhibitors (e.g. acarbose, miglitol).
• Diagnosed with dementia
• Diagnosed with heart failure
• Transaminase elevation >2.5 times the upper limit of normal
• Presence of renal impairment