Major depressive disorder (MDD) symptoms commonly occur after trauma-exposure, both alone and in combination with post-traumatic stress disorder (PTSD). This article reviews recent research on comorbidity between these disorders, including its implications for symptom severity and response to treatment. Despite considerable symptom overlap, the two disorders represent distinct constructs and depend, at least in part, on separate biological mechanisms. Both, however, are also clearly related to stress psychopathology. We recommend that more research focus specifically on the study of individual differences in symptom expression in order to identify distinct subgroups of individuals and develop targeted treatments. However, a barrier to this line of inquiry is the trend of excluding particular patients from clinical trials of new interventions based on symptom severity or comorbidity. Another obstacle is the overreliance on self-report measures in human research. We argue that developing computer-based behavioral measures in order to supplement self-report can help address this challenge. Furthermore, we propose that these measures can help tie findings from human and non-human animal research. A number of paradigms have been used to model MDD-and PTSD-like behavior in animals. These models remain valuable for understanding the biological basis of these disorders in humans and for identifying potential interventions, but they have been underused for the study of comorbidity. Although the interpretation of animal behavior remains a concern, we propose that this can also be overcome through the development of close human analogs to animal paradigms.