The use of a placebo control group in the evaluation of a new product is today considered by most as a necessary condition of experimental drug research. Placebo response is an essential consideration in all clinical trials. If not properly controlled, incorrect and dangerous conclusion may be inferred for a product efficacy and safety profile. However, the inclusion of a placebo group in clinical trials in neuropsychiatric research raises several ethical and scientific questions. Whereas in certain indications, such as suicidal patients and severe and psychotic depression, the use of a placebo is generally not accepted, it is difficult to assess drug efficacy. This article discusses the concept of placebo in clinical trials, the occurrence of adverse events after placebo treatment and the high response rate of placebo in neuropsychiatric clinical research. The experimental methodology to adequately control all the factors involved is also analysed and discussed.