In medicine, prodromes can be identified with early signs and symptoms that differ from the acute clinical phase. Appraisal of prodromal symptoms has been of importance in clinical medicine for many progressive, dangerous and treatable diseases in which early detection and timely treatment (particularly of recurrences) are crucial. The prodromal phase of depression has a large inter-individual variability and lacks diagnostic specificity. However, within each patient there is striking consistency in the prodromal symptoms that precede each episode, even though the same initial symptoms of the acute disorder may occur and not be followed by another episode. Their interpretation requires clinical judgment. Research on clinical judgment has disclosed several innovative assessment strategies: the use of diagnostic transfer stations instead of diagnostic endpoints using repeated assessments, subtyping versus integration of different diagnostic categories, staging, macro-analysis, extension of clinical information beyond symptomatic features. Such strategies can be applied to clinical cases at risk for depressive relapse and may pave the way for more effective modalities of treatment and relapse prevention. Evidence-based medicine does not appear to provide an adequate scientific background for the challenges entailed by current treatment of depression and needs to be integrated with clinical judgment.