Psychological treatment of depression in the elderly has recently benefited from the development of the cognitive approach. In particular, cognitive psychotherapy seems well adapted to and accepted by older people. In this article, we attempt to show the course of this type of psychotherapy in the case of a 79 year-old depressive woman in our Cognitive Therapy Unit for Elderly. We emphasize the therapeutical setting and the content of the sessions, the techniques used, the changes that occurred, and finally, the therapeutic alliance is described. Although some negative views about psychotherapy with older people are not totally abandoned, this vignette is a good illustration of the benefits for the patient and the highly enriching work for the therapist.