To compare the efficacy and tolerability of antidepressants switch with extended-release venlafaxine (venlafaxine-XR), mirtazapine, and paroxetine in Chinese patients with major depressive disorder who had 2 consecutive unsuccessful antidepressant trials. One hundred fifty adult patients with treatment-resistant depression according to their medical records and/or response to current treatments were randomly assigned to receive fixed-dosage treatment of venlafaxine-XR 225 mg/d (n = 50), mirtazapine 45 mg/d (n = 55), or paroxetine 20 mg/d (n = 45) for 8 weeks. The primary outcome was the remission rates that were defined as a score 7 or lower on the 17-item Hamilton Rating Scale for Depression (HRSD-17). Secondary outcomes included the remission rate defined by the Self-Rating Depression Scale of 50 or lower and the response rate defined by a 50% reduction or greater on the HRSD-17 total score, and the improvement of patients' general health functions. The completion rates were 82% for venlafaxine-XR, 81.8% for mirtazapine, and 82.2% for paroxetine. Only one patient in paroxetine arm discontinued the study owing to an adverse event. The remission rates based on the HRSD-17 were 42.0% for venlafaxine-XR, 36.4% for mirtazapine, and 46.7% for paroxetine. There were no statistical significances between treatment arms in remission rates. Similarly, there were also no significant differences between groups in secondary outcome measure. Venlafaxine-XR, mirtazapine, and paroxetine were equally effective in the treatment of Chinese patients with major depressive disorder who failed at least 2 previous antidepressant treatments. Selecting any of these 3 antidepressants as a third-step antidepressant is a reasonable choice for this group of patients.