Purpose: Major depressive disorder may vary according to number and duration of episodes. It is unclear whether risk factors for onset of multiple or long episodes of depression (MDE) differ from risk factors for the onset of single and short ones. Methods: Data were used from a cohort study of 5,256 GP attendees without major depressive disorder at baseline, who were followed up three times (predictD). The numbers and duration of MDE were noted and categorized into no episodes, single and short (≤3 months), and multiple or long (>3 months) episodes at follow-up. Log-binomial regression models were used to calculate relative risks between the groups for 18 risk factors examined at baseline. Results: 165 persons (3 %) had a single and short MDE and 328 (6 %) had multiple or long MDE at follow-up. Lower education, anxiety, problems at work and financial strain significantly increased the risk of multiple or long MDE when compared to single and short MDE. Younger people were at reduced risk of multiple or long MDE. Conclusions: Our findings suggest that several risk factors can be identified that may help to predict onset of different types of MDE. These factors are easy to assess and may be used in the prevention of depression. © 2012 Springer-Verlag Berlin Heidelberg.