Major depressive disorder (MDD) is a common and serious illness of our times, associated with monoamine deficiency in the brain. Moreover, increased levels of cortisol, possibly caused by stress, may be related to depression. In the treatment of MDD, the use of older antidepressants such as monoamine oxidase inhibitors and tricyclic antidepressants is decreasing rapidly, mainly due to their adverse effect profiles. In contrast, the use of serotonin reuptake inhibitors and newer antidepressants, which have dual modes of action such as inhibition of the serotonin and noradrenaline or dopamine reuptake, is increasing. Novel antidepressants have additive modes of action such as agomelatine, a potent agonist of melatonin receptors. Drugs in development for treatment of MDD include triple reuptake inhibitors, dual-acting serotonin reuptake inhibitors and histamine antagonists, and many more. Newer antidepressants have similar efficacy and in general good tolerability profiles. Nevertheless, compliance with treatment for MDD is poor and may contribute to treatment failure. Despite the broad spectrum of available antidepressants, there are still at least 30% of depressive patients who do not benefit from treatment. Therefore, new approaches in drug development are necessary and, according to current research developments, the future of antidepressant treatment may be promising.