In a sample of 100 patients with recurrent major depression, we collected depression severity data early and late in acute-phase cognitive therapy, plus a wide range of psychosocial variables that have been studied extensively in depression research, including measures of interpersonal, cognitive, and social functioning, and personality traits using an inventory that is linked with the Big-Three tradition in personality assessment theory. By assessing this broad range of variables in a single study, we could examine the extent to which relations of these variables with depression were due to (a) a common factor shared across this diverse set of constructs, (b) factors shared among each type of construct (personality vs. psychosocial measures), or (c) specific aspects of the individual measures. Only the most general factor shared across the personality and psychosocial variables predicted later depression.