A closed loop approach supporting the control, communication and treatment management of patients with Major Depression is presented, based on a distributed system with three main components: a Personal Monitoring System, a Virtual Agent component and the Decision Support System for Treatment Management. In this paper an explanation of the main concepts related with Remote Personal Monitoring and Patient Interaction that have been adopted in the project is given, with special emphasis on the sensors selection, the design and configuration of the wireless sensor network and the communication algorithm among the different devices allowing, as much as possible, lossless data transmission.