The present study aimed to systematically compare overall loss to follow-up, discontinuation rates because of adverse events and discontinuation rates because of a lack of efficacy in published studies assessing the efficacy and tolerability of selective serotonin reuptake inhibitors (SSRIs) compared to other second-generation antidepressants in treating outpatients with major depressive disorder (MDD). We searched MEDLINE, Embase, The Cochrane Library, PsychLit and the International Pharmaceutical Abstracts from 1980 to 2004 (April). Twenty double-blinded, randomized controlled trials met our eligibility criteria and compared SSRIs to other second-generation antidepressants in adult outpatients with MDD. Pooled relative risks of discontinuation rates because of (i) any reason (overall loss to follow-up), (ii) adverse events and (iii) a lack of efficacy did not differ substantially between SSRIs as a class and other second-generation antidepressants. Taking the similar efficacy of second-generation antidepressant into account, our findings suggest that clinicians can focus on other practically or clinically relevant considerations such as costs, differences in side-effect profiles, onset of action or aspects of health-related quality of life to tailor a treatment to an individual patient's needs.