The objective was to perform a systematic review and meta-analysis of studies that assessed the effect of the combination of antidepressants from the beginning of the treatment of major depressive disorder. Studies were retrieved from PubMed (1966 to August 2010), Cochrane Library (August 2010), Embase (1980 to August 2010), PsycINFO (1980 to August 2010), Lilacs (1982 to August 2010), clinical trials registry, thesis database (www.capes.gov.br), and secondary references. All randomized controlled trials that compared a combination of antidepressants with a single antidepressant from the beginning of the treatment of major depressive disorder in adults were included. Data analysis was performed using the Review Manager 5.0. Of 3492 studies retrieved, five satisfied the inclusion criteria. In one study, only data about dropouts were included. Antidepressant combination was shown to be better than a single antidepressant considering remission (relative risk [RR], 2.71; 95% confidence interval [CI], 1.69–4.35) and response (RR, 1.55; 95% CI, 1.21–1.97). Mirtazapine plus selective serotonin reuptake inhibitor (SSRI) was superior to an isolated SSRI for remission (RR, 1.88; 95% CI, 1.06–3.33). Tricyclic antidepressant plus SSRI was superior to SSRI for remission and response (RR, 8.58; 95% CI, 1.70–43.32 and RR, 1.78; 95% CI, 1.07–2.93, respectively). There was no difference between combined and monotherapy groups in dropouts owing to adverse effects. The results suggest that antidepressant combination is more efficient than a single antidepressant without a significant decrease in tolerability. However, the small number of clinical trials and methodological problems precludes definitive conclusions.