Depression is among the most disabling and costly illnesses in the world. Despite good short-term efficacy outcomes in the treatment of depression, long-term outcomes remain disappointing. Depression continues to be missed or underdiagnosed and undertreated, and comorbidities are frequently not identified. Of particular concern is the low rate of depression treated to full remission. Treating only to response leaves patients with residual depressive symptoms and an increased risk of a recurrent or chronic course. Anything less than full remission should be considered a treatment failure. This article examines the substantial psychiatric, medical, functional, and economic costs associated with not achieving remission. Available pharmacoeconomic data and randomized, controlled clinical trials published in the last 5 years identified through Medline searches with terms including burden, cost, economics, serotonin reuptake inhibitors (also, specific agents), venlafaxine, nefazadone, mirtazapine, psychotherapy, remission, and depression were reviewed. One of the limiting factors to this review is that few trials have compared the effects of various antidepressant strategies on clinically relevant outcomes such as depression-free days and patient productivity, making the full benefit of remission more difficult to measure. Patients who fail to achieve a full remission have a more recurrent and chronic course, increased medical and psychiatric comorbidities, greater functional burden, and increased social and economic costs. Cost-effective treatment for depression includes antidepressant therapies with higher remission rates. Antidepressants with a dual mechanism of action and combination therapies are associated with higher remission rates, more depression-free days, reduced pain-symptom morbidity, reduced health service utilization, and improved productivity.