Depression [major depressive disorder (MDD)] is a mood disturbance of multifactorial origin, associated with high rates of morbidity and mortality, lack of work productivity, adverse health behaviors, and increased healthcare expenses. MDD is a leading cause of suicide, and it affects the prognosis of chronic conditions (heart diseases, diabetes, and cancer, among others). Current pharmacological treatment for MDD covers different classes of drugs, including tricyclic antidepressants (TCAs), monoamine oxidase inhibitors (MAOIs), selective serotonin reuptake inhibitors (SSRIs), serotonin and norepinephrine reuptake inhibitors (SNRIs), and atypical antidepressants. The aim of this chapter is to review the literature, highlight the side effects of newer antidepressants, and especially point out the most important aspects of the latest agents approved for the treatment of MDD in adults: desvenlafaxine, levomilnacipran, vilazodone, and vortioxetine. Desvenlafaxine is a SNRI and the primary active metabolite of venlafaxine; also a SNRI, levomilnacipran is an enantiomer of the racemate milnacipran. Vilazodone and vortioxetine are multimodal antidepressants, which combine SSRI activity with additional receptor activity. Although they have proven efficacy in treating MDD and are being investigated for other possible indications, further detailed clinical trials are needed to establish their pharmacotoxicological profile, following prolonged administration in patients who may suffer from various comorbidities.