OBJECTIVE: Remitted patients with a history of several previous major depressive episodes have a higher risk of relapse/recurrence than patients with fewer previous episodes, and the probability of another episode increases progressively with each successive episode. This study examines the association between the number of previous episodes and modifiable vulnerability factors in remitted patients with recurrent depression. METHODS: Patients with recurrent depression (DSM-IV-diagnosed) who were in remission (N = 214) were recruited between September 2011 and July 2016. The association was examined between the number of previous episodes and the following factors: i.e. interpersonal functioning, daily stress, sense of mastery, coping and dysfunctional beliefs. RESULTS: A history of more previous episodes was associated with higher levels of interpersonal problems (P < .001), daily stress (P = .04) and a lower sense of mastery (P = .05). Interpersonal problems were most strongly associated with more previous episodes in a Generalized Linear Regression model. In the domain of interpersonal problems, the subscales that showed the strongest relationship were domineering/controlling, vindictive/self-centred, socially inhibited and self-sacrificing. CONCLUSIONS: Patients with a history of more depressive episodes reported higher levels of interpersonal problems, daily stress and a lower sense of mastery. Future studies should examine these factors in a longitudinal cohort and look at whether the effect of interventions to prevent relapse can be explained by targeting these psychological factors. TRIAL REGISTRATION: Netherlands Trial Register: 2599.