Guidelines for the management of treatment-resistant depression (TRD) do not meet the criteria of evidence-based medicine and better-quality research is required to inform clinical practice. Current treatments of resistant depression remains largely empirical. There are no bench-mark antidepressants. Clear and justifiable rationale should be followed while initiating new treatment strategies; systematic planning and careful monitoring of progress implemented while new treatment components are added. Biological psychiatrists should give due importance to the non-biological aspects of depression and psychotherapists should not overlook the biological correlates. Unidimensional solution will not work for a complex illness like refractory depression and a single answer should not be sought as a cure because the aetiology of depression is multifactorial and the pathophysiology itself remains unknown. Psychopharmacological interventions are still the main stay of treatment of TRD. There are two major alternatives to pharmacotherapy: neuromodulation and psychotherapy. Alternative terminologies for TRD like MTR-MDD (Multiple Therapy Resistant-Major Depressive Disorder) are being introduced reflecting the frustrations of clinicians and patients with the conventional definition of TRD and treatment modalities.