Major depressive disorder (MDD) is a complex psychiatric disorder that, presented alone or with other comorbidities, requires different adjustments of antidepressant treatments. Some investigations have demonstrated that psychoactive drugs, such as serotonin and norepinephrine reuptake inhibitors (SNRIs), can exert more effective and faster antidepressant effects than other common medications used, such as serotonin selective reuptake inhibitors (SSRIs), although these differences are still controversial. During the last five years, the SNRI duloxetine has shown favorable results in clinical practice for the treatment of MDD, anxiety, and fibromyalgia. Through an online self-completed survey, in the present article, we collected information from 163 psychiatrists regarding the use of duloxetine and its comparison with other psychiatric drugs, concerning psychiatrists’ knowledge and experience, as well as patients’ preferences, symptoms, and well-being. We discussed and contrasted physicians’ reports and the scientific literature, finding satisfactory concordances, and finally concluded that there is agreement regarding the use of duloxetine, not only due to its tolerability and effectiveness but also due to the wide variety of situations in which it can be used (e.g., somatic symptoms in fibromyalgia, diabetes) as it relieves neuropathic pain as well.