Abstract Background Major Depressive Disorder (MDD) requires therapeutic interventions during the initial month after being diagnosed for better disease outcomes. International guidelines recommend a duration of 4–12 weeks for an initial antidepressant (IAD) trial at an optimized dose to get a response. If depressive symptoms persist after this duration, guidelines recommend switching, augmenting, or combining strategies as the next step. Premature discontinuation of IAD due to ineffectiveness can cause unfavorable consequences. We aimed to determine the prevalence and the patterns of strategies applied after an IAD was changed because of a suboptimal response as a primary outcome. Secondary outcomes included the median survival time on IAD before any change; and the predictors that were associated with IAD change. Methods This was a retrospective study conducted in Mental Health Services in Qatar. A dataset between January 1, 2018, and December 31, 2019, was extracted from the electronic health records. Inclusion and exclusion criteria were defined and applied. The sample size was calculated to be at least 379 patients. Descriptive statistics were reported as frequencies and percentages, in addition, to mean and standard deviation. The median time of IAD to any change strategy was calculated using survival analysis. Associated predictors were examined using several cox regression models. Results A total of 487 patients met the inclusion criteria of the study, 431 (88%) of them had an occurrence of IAD change to any strategy before end of the study. Almost half of the sample (212 (49%); 95% CI [44–53%]) had their IAD changed less than or equal to 30 days. The median time to IAD change was 43 days with 95% CI [33.2–52.7]. The factors statistically associated with higher hazard of IAD change were: younger age, un-optimization of the IAD dose before any change, and comorbid anxiety. Conclusions Because almost half of the patients in this study changed their IAD as early as within the first month, efforts to avoid treatment failure are needed to ensure patient-treatment targets are met. Our findings offered some clues to help clinicians identify the high-risk predictors of short survival and subsequent failure of IAD.