Anthony Soprano, a capo in the DiMeo Crime Family, begins therapy with Dr. Jennifer Melfi after having anxiety attacks. His mother, Livia, refuses to move to a nursing home. Tony's Uncle Junior wants to use Tony's friend's restaurant as a location for a murder, but Tony prevents this by having the restaurant blown up. Christopher Moltisanti, Tony's nephew, murders the representative of a Czech mob that was trying to move in on the family waste management company. 

Christopher and Brendan Filone begin hijacking trucks. When they find that the owner of the trucks pays Junior for protection, their drug addictions prevent them from respecting Junior's orders to stop. Carmela asks Tony for a favor involving A.J.'s science teacher's stolen car. After one too many accidents, Tony forces Livia to move into a nursing home against her will. 

The Sopranos hire the Buccos to cater a dinner party. Tony's daughter, Meadow, asks Christopher and Brendan for speed to help stay awake for SAT preparation. Tony accepts the task of securing a divorce for a Hasidic Jew's daughter. Junior unleashes retribution upon Christopher and Brendan for their truck hijackings. 

Tony has his friend Detective Vin Makazian follow Dr. Melfi after she appears in his dreams. Christopher calls for retaliation against Junior and Mikey Palmice for the death of Brendan. The question of who will be Jackie Aprile's successor arises. 

Tony and Meadow travel to Maine to visit colleges; and they discuss the nature of Tony's "business". Carmela fights the flu, and seeks comfort from Father Intintola after finding out that Tony's secret therapist is female. Tony comes across an old associate who has joined the Witness Protection Program and tracks him down for "business" purposes. 

Uncle Junior is appointed boss of the DiMeo crime family. Tony engineers a way to get Junior to extend some leniency to a close Jewish friend. Carmela and Tony's 18th anniversary dinner turns sour. The Prozac Dr. Melfi prescribes for Tony begins taking a negative toll on his libido, though his recurring dreams lead him to become attracted to her. 

A.J. and his friends steal some sacramental wine and arrive to gym class drunk. Tony thinks little of the incident, until the school psychologist informs him that his son may have ADHD. Tony reflects on his own childhood antics in therapy. A.J. is punished by being grounded and forced to visit his grandmother, Livia, on a daily basis for three weeks. 

The Lupertazzi Crime Family goes on the lam to avoid possible indictments from the FBI. Tony and his crew, though not including Christopher, are named as possible subjects in a grand jury investigation. Christopher is depressed by his exclusion; he has nightmares, and unsuccessfully tries to shift his focus by writing a screenplay. Livia learns of news that shocks her and passes the news to Junior. 

Parents are shocked when a successful high school coach commits a terrible crime. Gossip reaches Tony regarding Junior's sexual secrets. Junior is humiliated when Tony makes open references to them, and Roberta. 

According to the suggestions of Dr. Melfi and Carmela, Tony attempts to be more social by getting to know some of his neighbors better. Christopher and his girlfriend Adriana La Cerva befriend rap mogul Massive Genius. Christopher agrees to help Adriana produce a demo for a band, though one of its members is her ex-boyfriend. Massive Genius threatens to sue Hesh for supposedly stolen music royalties. 

A tip from Vin Makazian leads Tony to make a tough decision regarding one of his most trusted friends. Tony has Paulie Walnuts keep an eye on things. Junior, Mikey and Chucky Signore, after conferring with Livia, conspire together to consolidate power. 

Despite prescriptions for Prozac and lithium from Dr. Melfi, Tony falls into chronic depression. He hallucinates meeting Isabella, a beautiful Italian exchange student staying at the Cusamanos', which temporarily lifts his spirits. Junior's plan is put into action. The FBI pay a visit to the Sopranos. 

Junior agrees with Tony on the situation with Jimmy Altieri. Tony finds out about his mother and uncle's plot. He warns Dr. Melfi that her life may be in danger. Christopher, Paulie, and Silvio Dante take care of family business. Tony's friend Artie Bucco re-opens his restaurant.