Major depressive disorder (MDD) is a psychiatric disorder that significantly affects the world population. The aim of this study was to investigate the relationship between the number of episodes and severity of depression, treatment adherence, perceived stress, personality, executive functions and decision making in MDD patients. Measurement tools including Beck Depression Inventory (BDI), Morisky Medication Adherence Scale (MMAS), Perceived Stress Scale (ASO-14), Temperament and Personality Inventory-Revised Form (TCI-R), Wechsler Memory Scale-III/Letter-Number Sequence Subtest (HSD), Wisconsin Card Sorting Test (WCST), Stroop Test TBAG Form (STR) and Iowa Gambling Taskt (IGT) were used in the study. The findings of the study showed that the severity of depression in MDD was not related to the number of episodes (r=-0.051, p>0.05) and treatment compliance (r=-0.082, p>0.05), but there was a significant relationship between the number of episodes and treatment compliance (r=-0.880, p