BACKGROUND: Pulmonary tuberculosis (TB) persists an important contributor to the burden of diseases in developing countries. TB control success is based on the patient's compliance to the treatment. Depressive disorders have been negatively associated with compliance of therapeutic schemes for chronic diseases. This study aimed to estimate the significance and magnitude of major depressive episode as a hazard factor for negative outcomes (NO), including abandon or death in patients receiving TB treatment. METHODOLOGY/PRINCIPAL FINDINGS: A longitudinal study was conducted to evaluate the association of major depressive episode (MDE), as measured by a 5-item version of the Center for Epidemiological Studies Depression Scale (CES-D) with NO to TB treatment. Patients with confirmed TB were enrolled before the start of TB treatment. Baseline measurements included socio-demographic variables as well as the CES-D, which was also applied every month until the end of the treatment. Death and treatment default were assessed monthly. Survivor function (SF) for NO according to MDE status (CES-D≥6) at baseline (MDEb) was estimated. Cox's Regression was performed for bivariate analyses as well as for the multivariate model. A total of 325 patients accepted to participate in the study, of which 34 where excluded for diagnosis of MDR-TB. NO was observed in 24 patients (8.2%); 109 (37%) presented MDEb. Statistically significant difference was found on the SF of patients with and without MDEb (0.85 vs. 0.96, p-value = 0.002). The hazard ratio for NO, controlled for age, sex, marital status and instruction level was 3.54 (95%CI 1.43-8.75; p-value = 0.006). CONCLUSION: The presence of MDE at baseline is associated to NO of TB treatment. Targeting detection and treatment of MDE may improve TB treatment outcomes.