Inclusion Criteria:
* English as primary language, and comprehension suitable to understand experimenter instructions
* Meet criteria for a current major depressive episode diagnosed through the Structured Clinical Interview for the Diagnostic and Statistical Manual of Mental Disorders 5th edition (DSM-5) (SCID-5)
* Meet criteria for early onset (prior to age 30) of depression and either: a) current major depressive episode lasts for \> 2 years; or b) participant meets criteria for recurrent major depression as evidenced by 2 or more major depressive episodes (including current episode) in their lifetime. These criteria will be assessed by the SCID-5.
* Have a Quick Inventory of Depression Symptomology Self-Report Measures (QIDS) score \> 14 at baseline and the week prior to first Sertraline administration
* Willing and able to undergo MRI and EEG procedures.
Exclusion Criteria:
* Non-early onset (i.e., after age 30), non-chronic (current episode lasting less than 2 years or only one lifetime major depressive episode, including current episode) qualifying Major Depressive Disorder
* Must not have failed to respond to any prior antidepressant treatment in the current episode of sufficient duration and dose as defined by the Massachusetts General Hospital (MGH) Antidepressant Treatment Response Questionnaire
* Currently pregnant, planning to become pregnant, or breastfeeding
* Evidence of current or prior history of psychosis or bipolar disorder as evidenced by self-report or clinical interview
* Meeting DSM-5 criteria for a substance-use disorder of moderate or greater severity in the past 6 months
* Unstable psychiatric or medical conditions that may require hospitalizations or contraindicate study medication (i.e. autism spectrum disorder, schizophrenia, cancer, congestive heart failure, etc.)
* Contraindications to MRI including, but not limited to, history of stroke, brain tumors, brain hemorrhages, internal wires, electrodes, pacemakers, implants, irremovable ferromagnetic objects in head that are unsafe for MRI and/or cause large distortions in imaging data, etc.
* History of epilepsy, moderate or severe traumatic brain injury, penetrating head injury, brain surgery, brain tumors, or any condition requiring an anticonvulsant
* Treatment with electroconvulsive therapy, vagus nerve stimulation, or transcranial magnetic stimulation during the current depressive episode
* Concomitant medication use that are likely to interfere or obscure effects from the study medication, including but not limited to antipsychotics and mood stabilizers
* Current regular depression-specific evidence-based psychotherapy treatment
* Considered by the investigative team to be a significant suicide risk as evidence by self-report or clinical interview
