Despite the efficacy of currently available antidepressant treatment, residual symptoms are common among individuals treated for major depressive disorder and are associated with an increased risk of relapse and poor psychosocial functioning. However, distinguishing treatment-emergent side effects from residual symptoms can be challenging for clinicians. Anxiety, sleep disturbance, somnolence/fatigue, apathy and cognitive dysfunction are among the more frequent residual symptoms. Approaches to the management of residual symptoms include addressing treatment-emergent side effects and co-morbid conditions, optimizing antidepressant dosing and using augmentation therapy. Clinicians are often guided in their decisions by anecdotal impressions. Studies assessing the evaluation and treatment of residual symptoms and side effects will contribute importantly to the optimal acute and long-term management of depression.