Major depressive disorder (MDD) is highly disabling and typically runs a recurrent course. Knowledge about prevention of relapse and recurrence is crucial to the long-term welfare of people who suffer from this disorder. This article provides an overview of the current evidence for the prevention of relapse and recurrence using psychological interventions. We first describe a conceptual framework to preventive interventions based on: acute treatment; continuation treatment, or; prevention strategies for patients in remission. In brief, cognitive-behavioral interventions, delivered during the acute phase, appear to have an enduring effect that protects patients against relapse and perhaps others from recurrence following treatment termination. Similarly, continuation treatment with either cognitive therapy or perhaps interpersonal psychotherapy appears to reduce risk for relapse and maintenance treatment appears to reduce risk for recurrence. Preventive relapse strategies like preventive cognitive therapy or mindfulness based cognitive therapy (MBCT) applied to patients in remission protects against subsequent relapse and perhaps recurrence. There is some preliminary evidence of specific mediation via changing the content or the process of cognition. Continuation CT and preventive interventions started after remission (CBT, MBCT) seem to have the largest differential effects for individuals that need them the most. Those who have the greatest risk for relapse and recurrence including patients with unstable remission, more previous episodes, potentially childhood trauma, early age of onset. These prescriptive indications, if confirmed in future research, may point the way to personalizing prevention strategies. Doing so, may maximize the efficiency with which they are applied and have the potential to target the mechanisms that appear to underlie these effects. This may help make this prevention strategies more efficacious.