Pragmatic studies indicate that a substantial number of depressed patients do not remit with current first-line antidepressant treatments and after two failed treatment steps the chance of remission with subsequent therapies is around 15%. This paper focuses on current evidence for pharmacological treatments in resistant depression as well as possible future developments. For patients who have failed to respond to two antidepressant trials, augmentation with atypical antipsychotic drugs, specifically quetiapine and aripiprazole, has the best evidence for efficacy, though older treatments such as lithium and triiodothyronine still have utility. The striking antidepressant effect of ketamine in resistant depression has stimulated research into glutamatergic compounds; however, capturing the efficacy of ketamine with drugs suitable for continuous use has proved challenging. Growing knowledge of the pathophysiological role of inflammation in depression offers great opportunities for future treatment in terms of repurposing anti-inflammatory agents from general medicine and pre-treatment stratification of those depressed patients in whom such interventions are likely to be beneficial. Finally an older drug, the dopamine receptor agonist pramipexole, if used carefully may well improve the prospects of depressed patients who are refractory to current approaches.