By examining trait combinations, we found evidence that Extraversion, Openness, and Conscientiousness played a role in determining whether high Neuroticism was related to incident major depression: the gloomy pessimists (N+E−), overly emotional (N+E+), hypersensitive (N+O+), and undercontrolled (N+C−) were at greater risk than other participants. We also found that low Extraversion, low Openness, and low Agreeableness amplify the risk conferred by low Conscientiousness.