Pilot studies suggest that changes in response to the dexamethasone suppression test (DST) in melancholic patients receiving antidepressants might represent a laboratory marker of clinical progress. We performed weekly DSTs in 31 hospitalized patients with major depressive disorder, primary and endogenous subtypes, during drug-free and subsequent treatment periods. Most nonsuppressors had progressive normalization of DST responses in conjunction with clinical improvement, DST normalization usually preceded or coincided with good clinical response, and failure to normalize was often associated with poorer clinical outcome. Occasional patients with baseline dexamethasone suppression become nonsuppressive after withdrawal from medication, but the DST has no apparent value as a serial marker in patients with well-documented normal DST findings. Our results extend the construct validity of the DST as a state-related marker in nonsuppressors and suggest future clinical applications.