Major depression is a serious mental illness frequently associated with devastating consequences for those affected. Suicide rates are significantly elevated, creating a sense of urgency to identify effective yet safe treatment options. A plethora of antidepressants are available on the market today, designed to act on different neurotransmitter systems in the brain, providing the clinician with several treatment strategies. There is, however, very little guidance as to which antidepressant may be most successful in a certain individual. Biomarkers that can predict treatment outcome would thus be of great value, shortening the time until remission and reducing costs for the healthcare system by reducing unsuccessful treatment attempts. The proven contribution of heredity to major depression risk suggests that genetic markers may be good biomarkers for treatment outcome.The Sequenced Treatment Alternatives to Relieve Depression (STAR*D) study and a large ancillary pharmacogenetic study in 1953 STAR*D participants constitute the largest effort to date to identify genetic predictors of antidepressant treatment outcome. In this review, the results of candidate gene studies carried out so far are summarized and discussed, and some future directions are proposed.