Treatment-resistant depression is a common challenge for clinicians, as the majority of patients with depression do not achieve remission after an initial antidepressant trial. Major strategies for managing treatment-resistant depression include switching to another antidepressant or augmenting the initial antidepressant with another medication. Switching may be appropriate for patients experiencing little or no symptom relief or intolerable side effects with the initial antidepressant. For patients who experience partial response from the first-line antidepressant, adjunctive therapies avoid the loss of this response and the wash-out and cross-titration that are required when switching antidepressants. Several effective antidepressant augmentation agents are available, including lithium, thyroid hormone, anti-anxiety medications, and atypical antipsychotics. The evidence for the efficacy and risks of these strategies is discussed.