This study investigated the efficacy of eye movement desensitization and reprocessing (EMDR) psychotherapy in treating the primary diagnosis of major depressive disorder by processing past or present trauma that was affecting the quality of life. The 26 diagnosed participants were randomly assigned to 6–8 sessions of EMDR treatment or the waiting list control. Beck Depression Inventory-II, Trauma Symptom Checklist-40, and Quality of Life Index Inventory were used at pre- and postassessment to measure depressive and trauma symptoms and quality of life of the participants for both groups. The targets for EMDR therapy were selected by the participants determining the negative cognitions most strongly associated with reduced functioning and then identifying a related disturbing event. Paired and independent sample t tests were applied for data analysis. Results showed significant improvements on all measures with large effect sizes. At 95% confidence interval, the results found EMDR as an effective treatment for depressive and trauma symptoms and for improving the quality of life of the participants. A generalization effect was found for the depressogenic cognitions, with the number and strength of negative beliefs markedly decreased at posttreatment, even for beliefs not targeted in the therapy. Three-month follow-up interview with the EMDR participants confirmed that the results had been maintained.