About 30 to 45% of adequately treated major depressive disorder (MDD) episodes in a psychiatric setting fail to achieve an adequate response, e.g. demonstrate an ‘insufficient response’ for which the European Medicines Agency (EMA) recently granted indication. For this group of patients and also for the ones considered as ‘treatment resistant depression’, ‘treatment refractory’, and ‘chronic resistant depression’ patients, the question emerges if switching strategies from one mechanism to another is the way to go. Although there is a plethora of hints in textbooks that switching the mechanism of action should be obtained when a patient does not respond to one medication, the results of controlled studies and the European Study Group of Resistant Depression (GSRD) challenge this notion. Switching is associated with withdrawal symptoms in most cases and the antidepressant response needs to be built up again in another 3 to 4 weeks time frame. Another set of newly obtained evidence indicate that augmentation with an atypical antipsychotic, like quetiapine XR results in a quick and sustained response and remission rate. Antidepressant combination, lithium or T3 augmentation would be other options, although not thoroughly studied for augmentation therapy. It seems that switching the mechanism of action of antidepressant therapy should only be obtained as a first step when intolerably side effects are evident, but for efficacy it should be considered at a later step after antidepressant combination and augmentation strategies have been administered. There are as yet no biomarkers available to guide the strategy which medication to choose.