Although various published clinical studies have suggested that some antidepressants may have a more rapid onset of therapeutic effect than others, none of these trials was adequately designed to measure differential time to onset of effect. Thus, existing data do not support claims that one drug reduces the symptoms of depression faster than another. In this article, we propose a study that would be ideal for measuring comparative onset of antidepressant effect. The key features of this ideal trial include (1) a prospective definition of early onset of action, (2) increased frequency of assessment, (3) a data-analytic approach capable of capturing the dynamic nature of symptomatic change, and (4) various strategies to minimize bias and heterogeneity of response.