Predictive factors of for the occurrence of depressive episodes include psychosocial and biological risk factors. These factors reflect the heterogeneity and complexity of the disease. They can identify groups that would benefit from preventive measures and provide indications for suitable preventive strategies. In recent decades considerable scientific effort, for example in the field of psychiatric genetics, has been undertaken to identify predictive factors for individual antidepressant therapy response and as an aid for individual treatment decisions. However, no clinically usable conclusions could yet be drawn from the respective findings. In practice clinical factors, such as symptom cluster of the depressive disorder and specific properties of the antidepressant, individual factors and contextual factors, such as the type of treatment facility, decision support and economic aspects, are factors influencing the choice of a specific antidepressant. Early clinical improvement under antidepressant medication in the first 2 weeks of treatment is one of the best predictors for the long-term treatment outcome in patients with major depressive disorder.