Our ability to treat depression has improved with the availability of receptor-specific and chemically diverse groups of antidepressants. Even now, most of the short-term studies indicate that about 20% of depressed patients remain resistant to treatment. Therefore, it is important to properly assess the treatment-resistant depressed (TRD) patients and to separate the truly refractory patients from those inadequately treated. Undiagnosed medical conditions should be eliminated. TRD is neither a clinically nor a biologically identifiable entity. As there are no established methods for the treatment of TRD, all options should be considered. The clinician can be enriched by the knowledge of the treatment modalities available, and yet, in treating an individual patient, clinical skills, intuitive judgment, family history of response to drugs and side effects, all play a vital role. Several of the approaches described in the paper indicate available methods and their merits in general but there is no way of ascertaining by which particular method a patient should be treated. The three common methods of treatment are substitution of one antidepressant drug for another, combination therapies and augmentation techniques. These are based on clinical experiences and not research findings. Therefore the treatment of TRD patients is more an art than a science. The physician should assess all the psychopathological, phenomenological and psychosocial variables to appropriately treat an individual patient.