Some patients enter psychiatric treatment with clear cases of both major depression and alcoholism. While assumptions are often made about the relationships of these two conditions, little empirical evidence exists on the effects of sustained remissions in alcoholism on sustained remissions in depression. 127 patients with both disorders at treatment entry were studied over a 5-year period. Survival analyses with time-dependent covariates indicating alcoholism status were used to investigate remissions and relapses in major depression. Remission in alcoholism strongly and significantly increased the chances of remission in depression and were also related to reduced chances of depression relapse, although at a weaker level.