In clinical psychiatry, the underlying assumption of using an integrated approach (pharmacotherapy + psychotherapy) is that of an additive model of interaction between pharmacotherapy and psychotherapy, which could take place on the basis of specific changes to be induced by specific treatments. However, the simultaneous administration of pharmacotherapy and psychotherapy is based on a cross-sectional, flat view of the disorders which ignores their longitudinal development. An alternative way of integrating pharmacotherapy and psychotherapy involves their sequential administration. In clinical psychiatry, administration of treatment in sequential order has been mainly limited to instances of treatment resistance and involved different types of drugs, such as in drug-refractory depression. This type of sequential approaches, however, was not targeted to the stages of illness or particularly to residual symptoms. In this paper we describe the development of a sequential strategy based on the use of pharmacotherapy in the acute phase of depression and cognitive therapy in its residual phase. The sequential model introduces a conceptual shift in therapeutic practice. It may also involve the use of pharmacotherapy after psychological treatment, the sequential use of two psychotherapeutic techniques, and two pharmacological strategies. We will discuss the implications of the sequential model and some related issues which have clinical value.