Background Individuals with treatment-resistant depression (TRD) experience a high burden of illness. Current guidelines recommend a stepped care approach for treating depression, but the extent to which best-practice care pathways are adhered to is unclear. Aims To explore the extent and nature of ‘treatment gaps’ (non-adherence to stepped care pathways) experienced by a sample of patients with established TRD (non-response to two or more adequate treatments in the current depressive episode) across three cities in the UK. Method Five treatment gaps were considered and compared with guidelines, in a cross-sectional retrospective analysis: delay to receiving treatment, lack of access to psychological therapies, delays to medication changes, delays to adjunctive (pharmacological augmentation) treatment and lack of access to secondary care. We additionally explored participant characteristics associated with the extent of treatment gaps experienced. Results Of 178 patients with TRD, 47% had been in the current depressive episode for >1 year before initiating antidepressants; 53% had received adequate psychological therapy. A total of 47 and 51% had remained on an unsuccessful first and second antidepressant trial respectively for >16 weeks, and 24 and 27% for >1 year before medication switch, respectively. Further, 54% had tried three or more antidepressant medications within their episode, and only 11% had received adjunctive treatment. Conclusions There appears to be a considerable difference between treatment guidelines for depression and the reality of care received by people with TRD. Future research examining representative samples of patients could determine recommendations for optimising care pathways, and ultimately outcomes, for individuals with this illness.