The purpose of the ASCEND study is to compare two types of treatment for depression in participants who have end-stage renal disease and who have been diagnosed with depression. The two types of treatment involved in the study are Cognitive Behavioral Therapy (CBT) or treatment with an anti-depressant. The researchers hope to enroll 180 participants who are undergoing hemodialysis in three study locations (Seattle, Washington, Dallas, Texas, and Albuquerque, New Mexico). A third group of 90 participants from the three study locations have chosen not to receive any treatment for depression will be asked to take part in a phone survey for up to three months. The entire study will take approximately 2 years to complete.