The study employs a parallel-group, prospective design in which randomization is balanced on patient subtype (early-onset/late-onset) and other relevant pretreatment measures with an approximately equal number of subjects assigned to treatment with sertraline (to a maximum of 200 mg/day) or placebo. The study will include a 14-week treatment period; because the 2 weeks are for medication taper, efficacy will be evaluated over the first 12 treatment weeks. A total of 160 early-onset or late-onset alcoholics will be randomized. Daily process measures of positive and negative events, global perceived stress, mood, desire to drink, and drinking frequency and intensity, collected using interactive voice response technology, will provide insight into the mechanisms by which sertraline may exert its effects. Coping-skills training will be provided weekly for the first 6 weeks, then every other week for the last 8 weeks of the study. A 6-month post-treatment follow-up period will evaluate the duration of medication effects. This study will also examine the relation between genotypes at a number of relevant loci and both risk of alcohol dependence and response to sertraline treatment.