The invention provides methods of treating depressive disorders, in particular major depression but other depressive orders also, with prodrug stimulants or analogs including amphetamine prodrugs, methylphenidate prodrugs, and methylphenidate analogs, Such methods of treatment may utilize the prodrug stimulant or analog as monotherapy or, more commonly, as an adjunct to antidepressant medication treatment to augment their effect. The invention includes combination methods of treatment in which an amphetamine prodrug, methylphenidate prodrug, or methylphenidate analog is administered to an individual in need with one or more other active agents, either in separate forms or as a single pharmaceutical formulation. Packaged pharmaceutical compositions containing an amphetamine or methylphenidate prodrug, instructions for using the prodrug to treat certain disorders, and optionally one or more other active agents are provided by the invention.