Effective treatment of major depressive disorder with antidepressants is currently limited by factors that affect treatment compliance, including delay in onset of therapeutic effects and, often, intolerable side-effects. Recent data suggest that use of antidepressant combinations with different mechanisms of action may be a better first-line strategy prior to augmentation with other drug classes. The rationale for this approach is that combining multiple pharmacological actions affecting multiple monoamine targets produces greater efficacy. The latest data on multimodal therapies indicate shorter onset of therapeutic effects and improved tolerability. By modulating multiple receptors and neurotransmitter systems, it is hoped that these new agents may also treat some of the associated symptoms of major depressive disorder, such as anxiety and cognitive dysfunction.