The clinimetric method of staging defines the extent of progression of unipolar major depression along the continuum of the course of the illness from prodromal to residual phases. This longitudinal view allows clinicians to select stage-specific treatment options. A growing body of literature suggests that no single psychotherapy approach is effective for all patients and clinical situations and that patients with unipolar major depression prefer psychotherapy to antidepressants, also due to the iatrogenic potential of the latter. Cognitive-Behavioral Therapy was found to be effective in all stages of unipolar major depression, reducing acute manifestations as well as prodromal and residual symptoms, thus also preventing relapse. Psychotherapeutic interventions such as Acceptance and Commitment Therapy (ACT) and Interpersonal Therapy (IPT) were tested in the acute phase of depression and were shown to be effective. ACT and IPT were also used with benefits as maintenance treatment in the residual phase of unipolar major depression and have been shown to be effective in promoting enduring experiences of positive mental health. The choice of the psychotherapeutic treatment for unipolar major depression should be considered in the light of patients’ preferences and possible tailoring to specific clinical conditions, such as comorbidity, lifetime use of drugs, and longitudinal development of the disorder.