This paper reviews current findings regarding social stress and support in clinical depression. Comparisons of recent life events at depressive onset and in general population controls show consistently raised event rates. The events span a range of threatening and undesirable experiences, with limited selectivity to exit events and interpersonal losses. Effects are similar in endogenous and non-endogenous symptom pictures, and there are suggestive findings in bipolar disorder, but these require further study. Events are also related to outcome and to relapse. Effects are moderate in degree, but relatively short-term of over six months to a year. For social support there are greater problems in the extent to which social support may be determined by the individual's own behaviour. Absence of social support appears to be associated with onset and relapse of depression, both acting independently and modifying effects of life events. Social stress findings have implications for prevention. The occurrence of major life events signals a period of increased risk when supportive interventions may prevent evolution of distress to disorder.