The purpose of this study is to understand how to best treat adults with depression using Cognitive Behavioral Therapy (or CBT). CBT is a form of talk therapy that teaches individuals coping skills to improve their mood. CBT has been studied extensively and is considered to be a gold standard treatment for depression. Our hope is to understand who might benefit from this treatment and in what way this treatment works. Participants must have a diagnosis of Major Depressive Disorder (MDD) and currently be under the care of a provider within the Mass General Brigham Healthcare system. Participants cannot have received any form of CBT in the last 6 months, or be receiving ongoing regular therapy (defined as treatment more than once a month). If you are eligible, you will be asked to attend weekly CBT sessions over videoconferencing with one of the study therapists, which will last approximately 50 minutes. You will be eligible for 12 individual visits, with the potential for four additional sessions that will be decided between you and the clinician. We will ask you to wear a Fitbit activity tracker throughout the study.