This study examined the strength of relationships between forms of depressive symptoms over a one-year period and the onset of major depression. The data analyzed were collected in 4 sites of the US National Institute of Mental Health Epidemiologic Catchment Area Program (NIMH-ECA, 1981-1985). The Diagnostic Interview Schedule's specifications of DSM-III criteria for major depression were employed. Overall, the results indicated a strong positive association between an onset episode and the following depressive symptoms over 1 year: diminished sexual drive, feelings of worthlessness or excessive guilt and trouble concentrating or thinking. Sleep disturbance among women and fatigue among males were also significantly associated with experiencing an onset of major depression. The implications of the findings for secondary prevention efforts are explored.