The TORDIA study aims to develop useful clinical guidelines for the care and management of adolescent depression. Adolescents ages 12 to 18, currently taking a prescribed selective serotonin reuptake inhibitor (SSRI) and still experiencing depression, participate in a 12-week randomized treatment study that includes one of four conditions: (1) switching to an alternative SSRI, (2) switching to a different non-SSRI antidepressant, (3) switching to an alternative SSRI and receiving cognitive behavioral therapy (CBT), or (4) switching to a different non-SSRI antidepressant and receiving CBT. This is a double-blind study, which means that neither the participant nor the clinical staff will know which of the three possible medications has been assigned. Participants who respond to the assigned treatment will receive 12 additional weeks of the same treatment. Those who do not appear to be getting better will be offered 12 weeks of an alternative, individualized treatment plan based on each participant's particular needs. All participants will receive follow-up psychiatric evaluations for 12 months after the 12-week continuation phase of the study, regardless of treatment adherence.