The treatment of major depressive disorder (MDD) is hampered by low chances of treatment response in each treatment step, which is partly due to a lack of firmly established outcome-predictive biomarkers. Here, we hypothesize that polygenic-informed EEG biomarkers may help predict differential antidepressant treatment response. Using a polygenic-informed electroencephalography (EEG) data-driven, data-reduction approach, we identify a functional brain network that is sex-specifically associated with polygenic risk for MDD in psychiatric patients (N=1,123). Subsequently, we demonstrate the utility of this network in predicting response to transcranial magnetic stimulation (TMS) and antidepressant medication in two independent datasets (N=196 and N=1,008). A simulation aimed at stratifying patients to TMS, sertraline or escitalopram/venlafaxine based on only this EEG component yields up to >30% improved remission rates. Overall, our findings highlight the power and utility of a combined polygenic and neurophysiological approach in the search for clinically-relevant biomarkers in psychiatric disorders.