The present invention relates to methods of treating or preventing addiction and relapse use of addictive agents, and treating or preventing addictive or compulsive behavior and relapse practice of an addictive behavior or compulsion, by administering a peroxisome proliferator-activated receptor gamma (PPARγ) agonist, alone or in combination with another therapeutic agent, such as, for example, an opioid receptor antagonist or an antidepressant. The present invention also includes pharmaceutical compositions for treating or preventing addiction or relapse that include a PPARγ agonist and one or more other therapeutic agents, as well as unit dosage forms of such pharmaceutical compositions, which contain a dosage effective in treating or preventing addiction or relapse. The methods and compositions of the invention are useful in the treatment or prevention of addiction to any agent, including alcohol, nicotine, marijuana, cocaine, and amphetamines, as well as compulsive and addictive behaviors, including pathological gambling and pathological overeating.