The World Health Organization (WHO) predicts that major depressive disorder (MDD) will be the second leading cause of death and disability by 2020. Nowadays, approximately 60-70% of patients with this disorder have shown the lack of effectiveness and tolerability of the therapy with antidepressants. The US Food and Drug Administration (FDA) and the European Medicine Agency (EMA) are including pharmacogenetic information in the labeling of several antidepressants. The presence of this information represents the relevance of genetic polymorphisms in drug response. These pharmacogenetic studies have been based on the knowledge of genes involved in pharmacokinetic (CYP2D6, CYP2C19 and ABCB1) and pharmacodynamic (SLC6A4, HTR2A, BDNF, GNB3 and FKBP5) processes of antidepressant medications. The knowledge of the genotype of patients with MDD is an important tool for personalized therapy that can improve their clinical response to treatment. In this review, we highlight the most relevant genes involved in the metabolism of antidepressants (ADs) or the genes related to the presence of adverse reactions.