One of the key messages of the Sequenced Treatment Alternatives to Relieve Depression study was that only one third of patients with a diagnosis of major depressive disorder (MDD) achieve remission after the first treatment with an antidepressant. Management of most patients after one or more failed trials moves beyond the currently available evidence base and therefore represents a significant clinical challenge. Over the course of the four treatment steps, the cumulative remission rate was 67% and remission was more likely to occur during the first two treatment levels (20% to 30%) rather than during levels 3 and 4 (10% to 20%). These finding suggest that after two consecutive unsuccessful antidepressant trials a change in pharmacologic mode of action has a low probability to affect the likelihood of remission from MDD. The switch to a third antidepressant treatment resulted in an even lower remission rate than the one achieved in the first two levels. Furthermore, the discontinuation rates due to treatment intolerance was shown to rise across sequenced levels. At this point, the search for effective and tolerable alternative options to pharmacotherapy is essential.