The purpose of this study is to see whether the medication mifepristone is an effective and tolerable treatment for increasing the clinical effectiveness of electroconvulsive therapy (ECT) and protecting cognitive function during ECT. Both Mifepristone and ECT appear to normalize hyperfunctioning of the hypothalmic-pituitary-adrenal (HPA) axis, which has been found among patients with major depression referred for ECT. The combination of these two treatments in major depression may lead to a more rapid clinical response than ECT alone. Additionally, there appears to be a connection between pre-ECT higher cortisol levels due to HPA axis hyperfunctioning and post-ECT cognitive impairment. Administration of mifepristone prior to and during ECT treatment may reduce cortisol levels and reduce the incidence of cognitive impairment observed after ECT.