Recent research suggests that there may be a reduction in therapeutic response after multiple administrations of antidepressant drug (AD) therapy in patients with major depressive disorder. This study assessed the response to AD therapy and cognitive therapy (CT) of patients with a history of prior AD exposures. A sample of 240 patients with moderate-to-severe major depressive disorder entered a randomized controlled trial comparing pharmacotherapy with paroxetine to CT. Treatment was administered for 16 weeks. History of prior AD exposure was assessed with structured interviews, self-report, and medical records. Analyses were conducted using hierarchical linear models on the intent-to-treat sample. After controlling for various demographic and clinical factors, more prior AD exposures predicted poor response to paroxetine therapy but not to CT, as measured by the Hamilton Rating Scale for Depression (Hamilton, 1960; Williams, 1988). Whereas CT outcome was not significantly related to the number of prior AD exposures, a higher number of prior AD exposures was significantly associated with a lower response to paroxetine. If these findings are replicated in methodologically rigorous studies of paroxetine and other antidepressants, CT should be recommended, in preference to AD, for patients with multiple prior AD exposures.