Major depressive disorder (MDD) in children and adolescents is a public health problem that requires evidence-based management. Our objective is to review available studies, with a PubMed search, and briefly summarize safety and efficacy results of (mostly SSRI) antidepressants in children and adolescents with MDD. Fluoxetine and escitalopram are safe and effective in the treatment of MDD in children and adolescents both in reduction of symptoms, and in remission/response rates. However, response rates are lower than for non-OCD anxiety. Sertraline also had positive results in one study that pooled results from two studies. The number needed to treat (NNT) for MDD is 10, and the number needed to harm (NNH) for suicidality is 112. Methodological limitations in the studies include, mainly, high placebo response rates, associated with multiple study sites, younger patients, and lower MDD severity. Treatment should be maintained close to 1 year after remission, to prevent relapse. FDA-approved fluoxetine and escitalopram are safe and effective in the treatment of pediatric MDD. Sertraline also has some data supporting its efficacy and safety, but is not FDA-approved. The possible modest increase in suicidal ideation in some patients should be known by clinicians, but the risk/benefit ratio is 1 to 11.2 times favorable to using SSRIs in moderate to severe MDD.