Since 1989’s “Sex, Lies and Videotape,” Steven Soderbergh has been one of the most influential filmmakers in Hollywood. The Oscar-winning director of films like “Traffic,” “Contagion” and “Ocean’s Eleven” helped break ground for independent filmmakers with his continually surprising choices and overall success.

Soderbergh’s newest film is “Side Effects,” an absorbing psychological thriller that is reportedly also the last feature film he’ll ever make. If this is the case, then Soderbergh is going out with a film that will constantly keep the viewer guessing and that serves as the first great film of 2013.

“Side Effects” stars Academy Award nominee Rooney Mara (“The Girl with the Dragon Tattoo”) as Emily Taylor, a young woman whose husband (Channing Tatum) is about to be released from jail. Everything is not as it seems, however, as Emily begins to suffer from depression. With the help of a dedicated psychiatrist (Jude Law), Emily starts to take a new drug to help relieve her anxiety and depression, despite some potential side effects.

“Side Effects” succeeds in large part due to Steven Soderbergh’s assured direction. Channeling his inner Alfred Hitchcock, Soderbergh does a great job capturing the horror of depression. Soderbergh, who created authentic looks at epidemics and male stripping in his most recent films, also crafts a realistic depiction of the pharmaceutical world, focusing on both the doctors who prescribe the drugs and the people who take them.

In addition to his direction, Soderbergh achieves the film’s dark atmosphere through his cinematography. Credited as his pseudonym Peter Andrews, Soderbergh compellingly keeps a large part of each frame out of focus, reflecting the effects of depression and anxiety on a person’s mindset. Thomas Newman’s atmospheric and dreamlike score also does a great job of capturing the film’s mood.

In addition to Soderbergh’s strong direction, “Side Effects” succeeds thanks to Scott Z. Burns’ excellent script. A frequent collaborator of Soderbergh’s, Burns does a great job creating well-developed and compelling characters, allowing for the viewer to become wrapped up by their every move. Burns also does a strong job of illustrating the dedication doctors have for their patients, no matter the situation. Where Burns’ script is at its most effective is with its largely unpredictable twists and turns. “Side Effects” goes to some very surprising and ultimately satisfying places, captivating the viewer every step of the way.

Along with its stellar direction and writing, “Side Effects” features a great cast. In her first role since “The Girl with the Dragon Tattoo,” Rooney Mara is outstanding and powerful as Emily Taylor, perfectly capturing her character’s complexities and depression.

Jude Law is magnificent as Emily’s psychiatrist, Jonathan Banks, playing his character’s dedication and slight obsession strikingly well. Catherine Zeta-Jones gives her best performance in years as the icy Dr. Victoria Siebert, Emily’s previous psychiatrist, while Channing Tatum is effective as Emily’s husband, Martin. Character actresses Ann Dowd and Vinessa Shaw are also great in their small roles as Martin’s mother and Dr. Banks’s wife, respectively.

Compelling, disquieting and enthralling, “Side Effects” is an excellent look at the effects of depression and drugs. Anchored by Rooney Mara and Jude Law’s remarkable performances, “Side Effects” is a must-see film this winter.