Deep brain stimulation is a promising treatment for neuropsychiatric conditions such as major depression. It could be optimized by identifying neural biomarkers that trigger therapy selectively when symptom severity is elevated. We developed an approach that first used multi-day intracranial electrophysiology and focal electrical stimulation to identify a personalized symptom-specific biomarker and a treatment location where stimulation improved symptoms. We then implanted a chronic deep brain sensing and stimulation device and implemented a biomarker-driven closed-loop therapy in an individual with depression. Closed-loop therapy resulted in a rapid and sustained improvement in depression. Future work is required to determine if the results and approach of this n-of-1 study generalize to a broader population.