OBJECTIVE: Depression is a recurring disease. Identifying risk factors for recurrence is essential. The purpose of this study was to identify factors predictive of recurrence and to examine whether previous depressive episodes influence vulnerability for subsequent depression in a sample of remitted recurrently depressed patients. METHOD: Recurrence was examined prospectively using the Structured Clinical Interview for DSM-IV Axis I Disorders in 172 euthymic patients with recurrent depression (DSM-IV) recruited from February 2000 through September 2000. Illness-related characteristics, coping, and stress (life events and daily hassles) were examined as predictors. RESULTS: Risk factors for recurrence were a high number of previous episodes, more residual depressive symptomatology and psychopathology, and more daily hassles. Factors with both an increasing and decreasing pathogenic effect with increasing episode number were detected. CONCLUSION: We found some support for dynamic vulnerability models that posit a change of vulnerability with consecutive episodes. Preventive interventions should be considered in patients with multiple recurrences, focusing on residual symptomatology and specific coping style