Major depressive disorder (MDD) is a leading contributor to disability worldwide and is associated with increased morbidity and mortality. Current pharmacologic treatment options may be ineffective for some patients and can pose several limitations and challenges, including suboptimal response and slow onset of action. Many of these therapies can take 6 to 8 weeks for patients to achieve response and 12 weeks or longer to demonstrate full clinical benefit. Delays in depressive symptom resolution are associated with poor symptomatic and functional outcomes, decreased quality of life, and increased burden on the healthcare system. Achieving response and remission of symptoms soon after diagnosis and treatment is associated with lower rates of relapse and a greater likelihood of functional recovery. An unmet need exists for innovative treatments that offer rapid and sustained effects. This editorial discusses the benefits of rapid improvement in depressive symptoms with available and investigational agents for patients with MDD.