Premenstrual dysphoric disorder (PMDD) affects 3–8% of women of reproductive age and is characterized by severe mood symptoms that cause important functional impairment. Serotonergic antidepressants appear to be an effective treatment for this disorder. The purpose of this study was to collect evidence on the efficacy and tolerability of duloxetine, a dual reuptake inhibitor of serotonin and norepinephrine, in the treatment of PMDD. We conducted a pilot, single-blind, non-controlled, fixed-dose trial. After two cycles for diagnosis confirmation, including a single-blind placebo cycle, 20 women with PMDD were treated continuously for three menstrual cycles with 60 mg/d duloxetine. The primary measure of the efficacy of treatment with duloxetine was the significant reduction in premenstrual symptoms demonstrated by the comparison between the mean Daily Record of Severity of Problems (DRSP) scores at baseline to endpoint (p=0.0002). Statistically significant symptom reduction was observed in the first treatment cycle and throughout all the treatment phase. Clinical response, defined as a reduction ⩾50% of baseline premenstrual symptoms, occurred in 65% of subjects (intention-to-treat population). Significant improvements were demonstrated by secondary measures, including reduction in self-rated functional impairment (p=0.01) and improvement in quality of life (p=0.04). The main side-effects associated with duloxetine were dry mouth, nausea, drowsiness, insomnia, decreased appetite, decreased libido, and sweating. Duloxetine was effective and generally well tolerated in the treatment of PMDD. Further large-scale, double-blind, placebo-controlled studies are needed to evaluate duloxetine as an additional treatment strategy for the management of PMDD.