Background: Failure to respond to antidepressant medication represents a major clinical problem. Few therapeutic interventions have been shown to benefit such individuals. Method: Patients attended a 12-session psychoeducational programme over a period of 10 weeks, with follow-up at 26 weeks. The main outcome measures were the self-report Beck Depression Inventory (BDI-II), the Global Severity Index (GSI) of the Brief Symptom Inventory (BSI) and the EuroQol 5D. Results: Baseline assessments confirmed substantial chronicity and treatment resistance, high symptom burden and poor quality of life in the study cohort. Twenty-six week follow-up data were obtained from 34% of cohort. Completion of the course was associated with clinically significant changes in symptom burden. Sustained remission was achieved by 35% of completers. Limitations: We did not characterise the cohort using structured clinical interview and did not collect structured, objective ratings of mental health status. There was no control group. There was a high attrition rate and caution must be exercised in interpreting results. Conclusions: For a proportion of patients with chronic depressive episodes that have not responded to antidepressant treatments, the “Coping with Depression” psychoeducational group may confer sustained and meaningful benefit. Controlled studies are warranted.