There is no consensus for the concept of treatment-resistant depression (TRD). Although some authors argue considering TRD a depression subtype is not supported by evidence, its impact on the individual and society is clear. This chapter discusses the concept of TRD, presents evidence about its neurobiology, pharmacological interventions, and describes drugs currently under investigation. Among the pharmacological strategies to manage TRD, guidelines include increasing the antidepressant dose, switching to another new antidepressant, combining two or more antidepressants, and augmentation of the current medication. Several new components have been investigated for TRD targeting, for instance, the glutamatergic system, inflammatory system, the opioid system, the cholinergic system, dopaminergic system, and neurotrophin signaling. Finally, machine-learning techniques using clinical and neurobiological data provide promising information about treatment outcomes prediction that could change the current approach to a more personalized one.