While antidepressant drugs are beneficial to many patients, current treatments for depression remain sub-optimal. Up to half of patients with a major depressive episode fail to achieve remission with a first line antidepressant treatment. Identification of the molecular mechanisms that dictate whether a patient will successfully respond to a particular antidepressant treatment while tolerating its side-effects is not only a major challenge in biological psychiatry research but is also one that shows great promise. This review summarises data from both clinical and preclinical studies that point to a role of specific genes in the response and resistance to antidepressant therapeutics. Moreover, we discuss how such findings have increased our understanding of the mechanism of action of antidepressant drugs. Finally, we comment on how this information may potentially influence the future development of personalised medicine approaches for the treatment of depression.