The use of software agents in mental health is a relatively few explored field, but that in the last years has attracted the interest of researchers due to recent studies that show the effectiveness of computarised psychological therapies. The treatment of Major Depression is one of the mental health treatments that needs the active participation, during all their phases, of the people affected by this illness. In this paper we propose the development of a novel computer-based system to support the treatment of major depression by the remote monitoring of patients and the promotion of healthy behaviours, through a Virtual Agent (VA), in response to monitored inputs. We describe the general ideas and the first steps done towards the development of the three main components in the system. We particularly emphasise the description of the Virtual Agent, which will act as the virtual peer of the patient supporting him/her with specific activities in the treatment that would contribute to an earlier return to normal health and social and economic activity.