Pharmacological treatment of major depressive disorder is often inefficient, and multiple strategies are used for inadequate response to antidepressants. Second-generation antipsychotics are used as augmentation measures in clinical practice; evidence of their efficacy and acceptability is insufficient, and it remains confusing as to which drug should be selected first. In this systematic review and network meta-analysis, we included randomised controlled trials of second-generation antipsychotics used as adjunctive treatment in patients with suboptimal responses. Outcome measures were efficacy (response and remission) and acceptability (dropout due to any reason and adverse events). Thirty-three trials comprising 10 602 participants were included. Regarding efficacy, response rates indicated that all antipsychotics except for ziprasidone were more efficacious than the placebo, with the odds ratios (ORs) ranging from 1.34 for olanzapine and cariprazine [95% credible interval (CrI) 1.04–1.73 and 1.07–1.67, respectively] to 2.17 for risperidone (95% CrI 1.38–3.42). When considering remission, cariprazine was not effective (OR 1.21, 95% CrI 0.96–1.54). For acceptability, quetiapine (OR 0.68, 95% CrI 0.50–0.91), brexpiprazole (OR 0.69, 95% CrI 0.55–0.86), and cariprazine (OR 0.61, 95% CrI 0.46–0.82) were worse than the placebo. With regards to tolerability, only olanzapine (OR 0.51, 95% CrI 0.25–1.07) and risperidone (OR 0.48, 95% CrI 0.10–2.21) showed no significant differences compared with placebo. The administration of adjunctive antipsychotics is associated with high effectiveness and low acceptability. Risperidone and aripiprazole are more efficacious and accepted than other atypical antipsychotics.