In the last few years, it has become evident that major depressive disorder often runs a chronic and recurrent course. Early effective intervention may increase the liklihood of a good long-term prognosis. The main treatment options for patients who fail to respond to antidepressant therapy and the relative advantages of each are critically reviewed. These include substitution, replacing one antidepressant with another, and augmentation/combination, in which a second antidepressant is added to the first. Particular emphasis is placed on the role of triiodothyronine (T3) in augmentation therapy. The theoretic rationale for using augmentation/combination therapy and its relative advantages and disadvantages over substitution therapy are critically reviewed.