The aim of this longitudinal exploratory study was to identify and follow persons with the first episode of major depression (MD) to determine whether sense of coherence (SOC) changes over time. An additional purpose was to assess whether SOC is associated with depressive symptoms, aggression, and functional status either immediately after diagnosis or at 4 years postdiagnosis. The study design was longitudinal; participants participated in semistructured interviews and completed surveys every 6 months starting at diagnosis and concluding 4 years later. The sample consisted of 33 adult patients who were being treated for the first episode of MD according to the Diagnostic and Statistical Manual of Mental Disorders. Twenty-two participants completed all nine sessions. SOC was measured using the SOC scale; depressive symptoms using the Montgomery Asberg Depression Rating Scale; aggression, including the total score and subscales of anger and hostility, using the Aggression Questionnaire-revised Swedish version; and functional status using the Global Assessment of Functioning (GAF) scale and the 36-item Short-Form Health Survey (SF-36). At baseline, SOC was significantly correlated with total aggression (r = -45) and the hostility subscale (r = -.73); baseline SOC was unrelated to depressive symptoms or functional status. SOC increased significantly over time (P < .0001). At the 4-year follow-up, SOC was significantly related to depressive symptoms (r = -.60), the aggression summary score (r = -.65), the anger subscale (r = -.52), the hostility subscale (r = -.77), the GAF (r = .64), and the physical and mental health components of the SF-36 (r = .74 and .72, respectively). The finding that SOC increases as patients recover from MD suggests that treatment of depression may also bolster the patient's ability to cope, in addition to lowering depressive symptoms. The relationship between SOC and aggression in MD, with higher SOC correlated with lower aggression, needs to be examined further. © 2009 Elsevier Inc. All rights reserved.