Cognitive Therapy to Sustain the Antidepressant Effects of Intravenous Ketamine in Treatment-resistant Depression

Inclusion Criteria: * Suffering from a major depressive episode based on Diagnostic and Statistical manual (DSM) 5 criteria and having failed one or more standard antidepressant treatments during the current episode * Hamilton Depression Rating Scale (17-HAM-D) score of 21 or more prior to ketamine treatment. * Planned clinical treatment with ketamine at Yale Psychiatric Hospital (YPH) * As the purpose of this study is to determine the feasibility and efficacy of CBT to sustain the antidepressant effects of ketamine, only those who achieve a clinical response (i.e., 50% reduction in depression symptoms, as measured by the Montgomery-Asberg Depressive Rating Scale (MADRS) will be eligible for randomization. * Patients must be treatment resistant to at least two drugs used to treat depression. Exclusion Criteria: * Any Axis I or Axis II Disorder, which at screening is clinically predominant to their depressive episode or has been predominant to their depressive episode at any time within 6 months prior to screening * Active suicidal thoughts with a plan * Current or recent (\<6 months ago) substance use disorder * Non-affective psychosis (such as schizophrenia or schizoaffective disorder) * Inability to speak English fluently * A clinically significant abnormality on the screening physical examination that might affect safety, study participation, or confound interpretation of study results * Dementia, delirium, or any other neurological or mental disease that might affect cognition or the ability to meaningfully participate in cognitive behavioral therapy (CBT).