Among patients with major depressive disorder (MDD), less than 40% achieve clinical remission after an initial treatment with an antidepressant. For those who do not improve after 2 or more antidepressant treatment trials (ie, treatment-resistant depression), the rates of remission are less than 20%. Because each of these failed treatments translates to several months of prolonged illness, a series of multiple ineffective treatments contributes to the substantial disability and morbidity associated with MDD, as well as to an increase in the suicide risk. There is a critical need for validated biomarkers to predict treatment response and to guide the selection of the most effective next-step antidepressant treatments (ie, using another antidepressant; another treatment, such as psychotherapy or transcranial magnetic stimulation; or a combination). Promising results in this direction have been reported with clinical, electroencephalographic, and neuroimaging variables, but none of these approaches has yet been prospectively validated or translated into clinically useful tests.