Due to lacking predictors of depression recovery, successful treatment of major depressive disorder (MDD) is frequently only achieved after therapeutic optimization leading to a prolonged suffering of patients. This study aimed to determine neural prognostic predictors identifying non-remitters prior or early after treatment initiation. Moreover, it intended to detect time-sensitive neural mediators indicating depression recovery. This longitudinal, interventional, single-arm, open-label, phase IV, pharmacological functional magnetic resonance imaging (fMRI) study comprised four scans at important stages prior (day 0) and after escitalopram treatment initiation (day 1, 28, and 56). Totally, 22 treatment-free MDD patients (age mean ± SD: 31.5 ± 7.7; females: 50%) suffering from a concurrent major depressive episode without any comorbid DSM-IV axis I diagnosis completed the study protocol. Primary outcome were neural prognostic predictors of depression recovery. Enhanced de-activation of anterior medial prefrontal cortex (amPFC, single neural mediator) indicated depression recovery correlating with MADRS score and working memory improvements. Strong dorsolateral PFC (dlPFC) activation and weak dlPFC-amPFC, dlPFC-posterior cingulate cortex (PCC), dlPFC-parietal lobe (PL) coupling (three prognostic predictors) hinted at depression recovery at day 0 and 1. Preresponse prediction of continuous (dlPFC-PL: R2day1 = 55.9%, 95% CI: 22.6–79%, P < 0.005) and dichotomous (specificity/sensitivity: SP/SNday1 = 0.91/0.82) recovery definitions remained significant after leave-one-out cross-validation. Identified prefrontal neural predictors might propel the future development of fMRI markers for clinical decision making, which could lead to increased response rates and adherence during acute phase treatment periods. Moreover, this study underscores the importance of the amPFC in depression recovery.