Up to 45% of patients with debilitating and potentially lethal depressive illness do not achieve remission with initial drug treatment. Using combinations of antidepressants as an early option for treatment-resistant depression has become increasingly common. Before trying combination therapy, it is essential first to ensure diagnosis is correct, and then to optimise antidepressant monotherapy, using an effective dose for an adequate period. Subsequently, augmentation of antidepressants with lithium and triiodothyronine should be considered, as these strategies are strongly supported by numerous clinical trials. Electroconvulsive therapy is the most effective treatment for severe depression. There is little evidence to support use of antidepressant combinations. Risk of toxicity and drug interactions mandate that combinations be used as a last resort, and only in specialist settings.