Considering psychiatry as a medical discipline, a diagnosis identifying a disorder should lead to an effective therapy. Such presumed causality is the basis of evidence-based psychiatry. We examined the strengths and weaknesses of research onto the causality of relationship between diagnosis and therapy of major depressive disorder and suggest what could be done to strengthen eventual claims on causality. Four obstacles for a rational evidence-based psychiatry were recognised. First, current classification systems are scientifically nonfalsifiable. Second, cerebral processes are—at least to some extent—nondeterministic, i.e. they are random, stochastic and/or chaotic. Third, the vague or lack of relationship between therapeutic regimens and suspected pathogenesis. Fourth, the inadequacy of tools to diagnose and delineate a functional disorder. We suggest a strategy to identify diagnostic prototypes that are characterised by a limited number of parameters (symptoms, markers and other characteristics). A prototypical diagnosis that may either support or reject particular elements of current diagnostic systems. Nevertheless, one faces the possibility that psychiatry will remain a relatively weak evidence-based medical discipline.