Context: Little is known about selecting among second-step medications for major depressive disorder after intolerance or lack of remission with an initial selective serotonin reuptake inhibitor. Objective: To determine whether sociodemographic, clinical, or first-step treatment features predict remission with or intolerance overall or differentially to any 1 of 3 second-step medications after an unsatisfactory outcome with citalopram hydrobromide. Design: An equipoise stratified randomized study. Participants were recruited from July 17, 2001, through April 20, 2004. Setting: Public or private sector primary care (n=18) and psychiatric care (n=23) settings across the United States. Participants: Representative outpatients aged 18 to 75 years with nonpsychotic major depressive disorder (N=727). Interventions: Sustained-release bupropion hydrochloride was started at 150 mg/d and incrementally increased to 400 mg/d. Sertraline hydrochloride was started at 50 mg/d and incrementally increased to 200 mg/d. Extended-release venlafaxine hydrochloride was started at 37.5 mg/d and incrementally increased to 375 mg/d. Main Outcome Measures: The 16-item Quick Inventory of Depressive Symptomatology, Self-Rated and the Frequency, Intensity, and Burden of Side Effects Rating. Results: Remission was more likely among participants who were white, employed, cohabiting or married, or privately insured or who had prior intolerance to citalopram or at least a response to citalopram, and no prior suicide attempts. Remission was less likely among participants with concurrent generalized anxiety, obsessive-compulsive, panic, or posttraumatic stress disorders; social phobia; anxious or melancholic features; or more severe depression. Intolerance was less likely for Hispanic participants, but more likely for participants with previous suicide attempts or intolerance to citalopram. Participants with concurrent substance use were less likely to remit (odds ratio,0.37) and more likely not to tolerate extended-release venlafaxine. Intolerance to citalopram was associated with intolerance to sertraline (P=.04). Conclusions: Clinical, demographic, and treatment history were of little value in recommending 1 medication vs another as a second-step treatment for major depressive disorder. Participants most likely to remit in the second step had less Axis I psychiatric disorder comorbidity, less social disadvantage, and at least a response to citalopram in the first step. Trial Registration: clinicaltrials.gov Identifier: NCT00021528. ©2008 American Medical Association. All rights reserved.