This chapter reviews the methodological considerations and current limitations involved in the characterization and definition of treatment-resistant mood disorders, concentrating mainly on treatment-resistant depression (TRD) and highlighting the advances that have been made towards consensus on this subject. It discusses the research and clinical implications, influencing the definition of treatment-resistant mood disorders. Diagnostic validity and the recognition of depression subtypes and comorbid conditions are crucial elements in the evaluation and management of TRD. The efficacy of pharmacotherapy in mood disorders varies according to the treatment phase. Treatment is divided into acute, continuation and maintenance phases. Research on treatment resistance in bipolar and dysthymic disorders is also essential since both conditions have been poorly investigated in regard to definition of resistance. Significant improvement in the understanding of TRD depends on the accurate recognition of a number of diagnostic and treatment variables, which are independent of the characteristics of patients.