Mood and anxiety disorders are among the most prevalent psychiatric illnesses and are associated with considerable morbidity and mortality. Selective serotonin reuptake inhibitors (SSRIs) are safe and effective treatments for major depression and anxiety disorders, and have become the most widely prescribed antidepressants worldwide. However, several issues limit SSRI treatment outcomes. Although SSRIs have a wider therapeutic margin and a milder side-effect profile compared to earlier antidepressants, even minor SSRI side effects can have a major impact on treatment outcomes by interfering with patient compliance. Nausea is one of the most common early SSRI side effects, and advances in SSRI delivery systems can diminish this. A controlled-release formulation of paroxetine targets the site of absorption for a more distal region of the small intestine, thereby avoiding the stimulation of upper gastrointestinal serotonin receptors that mediate nausea. The sustained-release characteristics also reduce the amplitude in blood level peaks and troughs, which may lead to diminished side effects and enhanced efficacy. Sexual side effects and weight gain are important sustained SSRI side effects, which affect compliance during continuation and maintenance phases of treatment. Several strategies address SSRI sexual side effects, including the use of adjunctive medication and/or manipulations in the scheduling of drug administration. Depression negatively impacts the management of many medical illnesses, including cardiovascular disease, cancer, and infectious diseases. The recognition and treatment of depression leads to improved outcomes in the management of breast cancer. Prophylactic SSRI treatment significantly reduces the incidence of interferon-associated depression and enhances completion rates in malignant melanoma.