Dysthymia differs from depression mainly in the length of time it lasts--people who have dysthymia have many of the same symptoms as people with traditional depression, such as poor sleep, lack of energy and concentration, and a general sad mood. However, unlike a depressive episode, dysthymia is persistent, lasting 2 years or more. The condition may have milder symptoms than a major depressive episode, but dysthymia symptoms may be severe. Dysthymia tends to develop early in life, so some people may actually think that their symptoms are normal and don't seek treatment until they have an episode of major depression--which is somewhat likely, as 10 percent of people with dysthymia will develop major depression. Double depression occurs when a person with dysthymia undergoes a major depressive episode. It can be hard to diagnose double depression, especially if dysthymia has not been diagnosed before. If dysthymia has been diagnosed, double depression may just seem like a worsening of dysthymic symptoms (in fact, there is some argument that "double depression" is really just an exacerbation of dysthymia). Women are more likely to develop double depression (just as they are more likely to develop dysthymia).
Treatment for double depression is virtually the same as that for major depression. However, because people with double depression have often not been treated for their dysthymia, the goal of treatment is to get the person to feel better than she did before the episode of major depression. Medications are almost always needed. Psychotherapy of some type (e.g., cognitive, behavioral) is also essential in treating double depression. Once you find a therapist, you can map out the treatment plan that is best for you. Every person's treatment plan will be unique, taking into consideration that person's unique background, circumstances, and preferences.