Chronic major depressive disorder (CMDD) is highly prevalent and associated with high personal and societal cost. Identifying risk factors for persistence and remission of CMDD may help in developing more effective treatment and prevention interventions. Prospective cohort study of individuals participating in the National Epidemiologic Survey on Alcohol and Related Conditions (Wave 1; n=43,093) and its 3-year follow-up (Wave 2; n=34,653) who met a diagnosis of CMDD at the Wave 1 assessment. Among the 504 respondents who met criteria for present CMDD at Wave 1, only 63 (11.52%) of them continued to meet criteria of CMDD. A history of childhood sexual abuse, earlier onset of MDD, presence of comorbidity and a history of treatment-seeking for depression predicted persistence of CMDD three years after the baseline evaluation. Our sample is limited to adults, our follow-up period was only three-years and the diagnosis of CMDD at baseline was retrospective. CMDD shows high rates of remission within three years of baseline assessment, although some specific risk factors predict a persistent course. Given the high personal and societal cost associated with CMDD, there is a need to develop and disseminate effective interventions for CMDD. © 2013 Elsevier B.V. All rights reserved.