To improve the risk associated with present antidepressant drugs, it is necessary to choose drugs that are selective and well tolerated in overdose, to look for contraindications, to adapt the dose progressively, to inform and supervise patients adequately, and to deal with risks due to the main pharmacological effects (anxiety, nervousness, sleep disturbances, suicide). With new drugs, risk improvement will probably be the result of greater selectivity. Improvements in efficacy could emerge during the development of new drugs, based on the monoaminergic and non-monoaminergic hypotheses. Much progress could be made, however, by questioning present practices. Optimizing dose, duration of treatment, co-medication, strategies for non-responders, and compliance, decreasing onset of action and targeting patients may help improve the efficacy of present antidepressant drugs.