Major depressive disorder (MDD) is a global medical problem with significant shortcomings in current therapy. Chief among these is the delay between initiation of pharmacologic therapy and clinical improvement in symptoms. Recently ketamine, an NDMA-receptor antagonist has been shown to rapidly and effectively reverse the symptoms of MDD. Nitrous oxide, another NMDA-receptor antagonist, may produce the same effect with a cleaner side-effect profile and perhaps without the need for intravenous access and anesthesia personnel. Therefore, we propose conducting a pilot randomized placebo controlled double-blind crossover study in which patients will receive up to 50% nitrous oxide in oxygen or up to 50% oxygen in air for a period of one hour in addition to standard medical therapy. Depression severity will be assessed by a blinded observer pre-treatment, 30 minutes and 2 hours post treatment using the Hamilton depression rating scale.

We will study 20 patients with non-treatment resistant major depression and 20 patients with treatment-resistant major depression, defined as failure of at least 2 antidepressants in the current depressive episode and 3 lifetime medication failures.

Inclusion Criteria:

1. Adults 18-65 years of age

2. Major depressive disorder without psychosis with as determined by structured interview using the Mini-International Neuropsychiatric Interview (MINI).

   (baseline )

3. HDRS-21 score of >18

4. Good command of the English language

Exclusion Criteria:

History of:

1. Bipolar disorder

2. Schizoprenia

3. Schizoaffective disorder

4. Obsessive-compulsive disorder, panic disorder

5. Substance abuse or dependence (except for remote substance abuse or dependence with remission at least 1 year prior to the study and except for nicotine use disorders)

6. Axis II diagnoses that may interfere with the patient's ability to improve on nitrous oxide

7. Acute medical illness that may pose subject at risk during nitrous oxide administration

8. Active suicidal intention (inability to contract for safety)

9. Active psychotic symptoms

10. Patients with significant pulmonary disease and/or requiring supplemental oxygen

11. Contraindication against the use of nitrous oxide:

    1. Pneumothorax
    2. Bowel obstruction
    3. Middle ear occlusion
    4. Elevated intracranial pressure
    5. Chronic cobalamin and/or folate deficiency treated with folic acid or vitamin B12
    6. Pregnant patients
    7. Breastfeeding women

12. Previous administration of NMDA-receptor antagonists (e.g., ketamine) within the last 3 months

13. Current electro-convulsive therapy treatment

14. Any active suicidal ideation, intention, or planning (clinical assessment of suicidality will be used)

2 Weeks