Treatment response and resistance in major depressive disorder (MDD) show a significant genetic component, but previous studies had limited power also due to MDD heterogeneity. This literature review focuses on the genetic factors associated with treatment outcomes in MDD, exploring their overlap with those associated with clinically relevant symptom dimensions. We searched PubMed for: (1) genome-wide association studies (GWASs) or whole exome sequencing studies (WESs) that investigated efficacy outcomes in MDD; (2) studies examining the association between MDD treatment outcomes and specific depressive symptom dimensions; and (3) GWASs of the identified symptom dimensions. We identified 13 GWASs and one WES of treatment outcomes in MDD, reporting several significant loci, genes, and gene sets involved in gene expression, immune system regulation, synaptic transmission and plasticity, neurogenesis and differentiation. Nine symptom dimensions were associated with poor treatment outcomes and studied by previous GWASs (anxiety, neuroticism, anhedonia, cognitive functioning, melancholia, suicide attempt, psychosis, sleep, sociability). Four genes were associated with both treatment outcomes and these symptom dimensions: CGREF1 (anxiety); MCHR1 (neuroticism); FTO and NRXN3 (sleep). Other overlapping signals were found when considering genes suggestively associated with treatment outcomes. Genetic studies of treatment outcomes showed convergence at the level of biological processes, despite no replication at gene or variant level. The genetic signals overlapping with symptom dimensions of interest may point to shared biological mechanisms and potential targets for new treatments tailored to the individual patient’s clinical profile.