Despite the multitude of agents approved for the treatment of major depressive disorder, approximately 50% of patients experience no response to treatment with a first-line antidepressant. Clinicians have 4 broad pharmacologic strategies to choose from for treating antidepressant nonresponders: increasing the dose of the antidepressant, switching to a different antidepressant, augmenting the treatment regimen with a nonantidepressant agent, and combining the original antidepressant with a second antidepressant. To date, the most comprehensively studied treatment strategy for nonresponse or partial response to antidepressants is augmentation with atypical antipsychotic agents, including aripiprazole, olanzapine, quetiapine, and risperidone. However, augmentation or combination with other agents such as mirtazapine, mianserin, and omega-3 fatty acids is also supported by considerable efficacy data. Lithium, desipramine, triiodothyronine, and modafinil have mixed data. While more studies are needed, agents such as bupropion, desipramine, mecamylamine, and testosterone look promising. Switching antidepressants, especially to the newer agents, including selective serotonin reuptake inhibitors, bupropion, mirtazapine, and venlafaxine, is also supported by considerable efficacy data. Clinicians should carefully reevaluate patients with major depressive disorder who are nonresponders to treatment, particularly those who have had several adequate trials. When choosing the best treatment strategy for antidepressant nonresponders, clinicians should take into account the efficacy and tolerability of treatment as well as patient preference and treatment history. Finally, the risk of potential loss of partial therapeutic benefit from the first-line antidepressant, as well as the risk of withdrawal symptoms, should be taken into account when considering switching antidepressants, while the risk of drug interactions and poor adherence should be taken into account when considering combination and augmentation treatments.