This study examined the relationship between stressful life events (SLE) and recurrent major depressive disorders. Three groups of 50 subjects were assessed: Patients with recurrent major depressive disorder with melancholic features; patients with borderline personality disorder; and healthy controls. Interviews for AXIS I and II DSM-IV Disorders were used for diagnosis. The Israel Psychiatric Epidemiology Research Interview Life Event Scale and the Coddington Life Events Schedule were used to measure life events and were confirmed with an interview. Beck Depression Inventory was also administered. The proportions of loss-related events in childhood and in the year preceding the first episode were higher in the depressed group than in the control groups during the same time period. Proportions of SLE, uncontrolled and independent events were also more common in the depressed patients in the year preceding the first episode. No category of SLE differentiated the groups following the first depressive episode. The study's conclusion is that SLE play an important role in the onset of depressive disorders. There are specific kinds of SLE that occur in childhood and in the year preceding the first episode. SLE has a less significant role in the maintenance of this illness.