Some studies suggest that self-focus contributes to the onset of depression. A new cogitive model of depression, the three-phase model of self-focus and depression, is presented here to explain the mechanism of the onset and maintenance of depression. In this model, the relationship between self-focus and the course of depression is divided into three phases: (1) initiation, (2) operation, and (3) maintenance. Previous studies examining the relationship between self-focus and depression are reviewed, within the framework of the model: (1) studies investigating situations that will initiate self-focus; (2) studies examining the effects of self-focus on behaviour, cognition, and affect; and (3) studies examining the duration of self-focusing. The model is then presented and propositions derived from it are outlined. Finally, suggestions are made for preventing depression, for recovery from it and for the scope of application of the model.