Copyright © The Author(s) 2019.Background Psychotherapies for depression are equally effective on average, but individual responses vary widely. Outcomes can be improved by optimizing treatment selection using multivariate prediction models. A promising approach is the Personalized Advantage Index (PAI) that predicts the optimal treatment for a given individual and the magnitude of the advantage. The current study aimed to extend the PAI to long-term depression outcomes after acute-phase psychotherapy. Methods Data come from a randomized trial comparing cognitive therapy (CT, n = 76) and interpersonal psychotherapy (IPT, n = 75) for major depressive disorder (MDD). Primary outcome was depression severity, as assessed by the BDI-II, during 17-month follow-up. First, predictors and moderators were selected from 38 pre-treatment variables using a two-step machine learning approach. Second, predictors and moderators were combined into a final model, from which PAI predictions were computed with cross-validation. Long-term PAI predictions were then compared to actual follow-up outcomes and post-treatment PAI predictions. Results One predictor (parental alcohol abuse) and two moderators (recent life events; childhood maltreatment) were identified. Individuals assigned to their PAI-indicated treatment had lower follow-up depression severity compared to those assigned to their PAI-non-indicated treatment. This difference was significant in two subsets of the overall sample: those whose PAI score was in the upper 60%, and those whose PAI indicated CT, irrespective of magnitude. Long-term predictions did not overlap substantially with predictions for acute benefit. Conclusions If replicated, long-term PAI predictions could enhance precision medicine by selecting the optimal treatment for a given depressed individual over the long term.