We examined efficacy and safety of one specific cranial electrical stimulator (CES) device at a fixed setting in subjects with treatment-resistant major depressive disorder (MDD). Thirty subjects with MDD and inadequate response to standard antidepressants were randomized to 3 weeks of treatment with CES (15/500/15000 Hz, symmetrical rectangular biphasic current of 1-4 mAmp, 40 Volts) or sham CES (device off) for 20 minutes, 5 days per week. The primary outcome measure was improvement in the 17-item Hamilton Depression Rating Scale (HAM-D-17). Adverse effects (AEs) were assessed using the Patient Related Inventory of Side Effects (PRISE). We hypothesized that subjects who received active as opposed to sham CES would have a significantly greater improvement in their depression symptoms. Due to the small sample, we could not hypothesize an effect size, but would calculate one to determine signal strength to guide the design of a larger, more rigorous study. As an exploratory aim, we also examined whether CES would benefit sleep.