Background: Few studies have determined the impact of a lifetime history of major depression on an early transition to menopause. Methods: Reproductive and psychiatric interviews and early follicular-phase blood specimens were obtained at study enrollment and every 6 months during 36 months of follow-up from 332 women with and 644 women without a history of major depression, 36 to 45 years of age. We used menstrual cycle markers to determine inception of perimenopause, defined as time from study enrollment to a follow-up interview with: (1) 7-day or more change in menstrual cycle length; (2) a change in menstrual flow amount or duration; or (3) amenorrhea lasting at least 3 months. Results: Women with a history of depression had 1.2 times the rate of perimenopause of women with no such history (95% confidence interval, 0.9-1.6). Compared with nondepressed women, depressed women with more pronounced depressive symptoms at study enrollment (Hamilton Rating Scale for Depression scores >8) had twice the risk of an earlier perimenopausal transition. Among the women with greater depressive symptoms (Hamilton scores >8), those who also reported use of antidepressants had nearly 3 times the risk of an earlier perimenopausal transition (hazard ratio, 2.7; 95% confidence interval, 1.5-4.8) of nondepressed women. Women with a lifetime history of depression also had higher follicle-stimulating hormone and luteinizing hormone levels and lower estradiol levels at study enrollment and during the follow-up period after adjustment for covariates. Conclusion: A lifetime history of major depression may be associated with an early decline in ovarian function.