In the STAR*D study, the efficacy of treatments for major depression was examined. It was found that, while many responded to the initial antidepressant treatment, only 30% of participants achieved complete remission. Concerning treatment resistance in depression, there is a recent distinction emerging between treatment-resistant depression (TRD) and difficult-to-treat depression (DTD). Historically, TRD and DTD have been conflated, but it is essential to recognize them as separate entities. While TRD is characterized by a patient’s inadequate response to two or more consecutive antidepressant treatments given for an adequate duration and dosage without achieving acceptable therapeutic effects, DTD describes a clinical category where patients do not achieve full symptom control despite various therapeutic approaches. The recent shift in perspective proposes a more integrated approach for DTD, encompassing psychosocial, biological, and interactive factors. This multifactorial model calls for a multidisciplinary therapeutic intervention, not restricted to pharmacological treatments but also including psychotherapy, neurostimulation, and social interventions. Informing professionals and the general public about the significance of this new approach could mitigate the stigma associated with depression and enhance the quality of care. The future challenge will involve a deeper clinical understanding of DTD and its optimal management by refining available treatments.