In spite of multiple new treatment options, chronic and treatment refractory courses still are a major challenge in the treatment of depression. Providing algorithm-guided antidepressant treatments is considered an important strategy to optimize treatment delivery and avoid or overcome treatment-resistant courses of major depressive disorder (MDD). The clinical benefits of algorithms in the treatment of inpatients with MDD have been investigated in large-scale, randomized controlled trials. Results showed that a stepwise treatment regimen (algorithm) with critical decision points at the end of each treatment step based on standardized and systematic measurements of response and an algorithm-guided decision-making process increases the chances of achieving remission and optimizes prescription behaviors for antidepressants. In conclusion, research in MDD revealed that systematic and structured treatment procedures, the diligent assessment of response at critical decision points, and timely dose and treatment type adjustments make the substantial difference in treatment outcomes between algorithm-guided treatment and treatment as usual.