Mindfulness-based cognitive therapy (MBCT) showed efficacy for currently depressed patients. However, most of the available studies suffer from important methodological shortcomings, including the lack of adequate control groups. The present study aims to compare MBCT with a psycho-educational control group designed to be structurally equivalent to the MBCT program but excluding the main putative “active ingredient” of MBCT (i.e., mindfulness meditation practice) for the treatment of patients with major depression (MD) who did not achieve remission following at least 8 weeks of antidepressant treatment. Out of 106 screened subjects, 43 were randomized to receive MBCT or psycho-education and were prospectively followed for 26 weeks. MD severity was assessed with the Hamilton Rating Scale for Depression (HAM-D) and the Beck Depression Inventory-II (BDI-II). Measures of anxiety, mindfulness, and quality of life were also included. All assessments were performed at baseline, 4, 8, 17 and 26-weeks. Both HAM-D and BDI scores, as well as quality of life and mindfulness scores, showed higher improvements, which were particularly evident over the long-term period, in the MBCT group than in the psycho-education group. Although limited by a small sample size, the results of this study suggest the superiority of MBCT over psycho-education for non-remitted MD subjects.