Residual symptoms of variable intensity often persist following pharmaco/or psychotherapeutic interventions for treatment of major depression (MD). In several studies, such persistent symptoms have been clearly shown to be associated with a higher risk of relapse, chronicity and functional impairment, but their true nature is still controversial. Several authors consider that these symptoms belong to the range of depression proper and thus indicate that the current episode has been inadequately treated, a hypothesis reinforced by their frequent similarity with the symptoms preceding the full-blown picture of MD. However, in the current state of research, their connection with certain personality traits or comorbid disorders--notably anxiety disorders--cannot be completely ruled out. This article reviews the main data from the literature concerning residual symptoms and their treatment, as well as the issues related to their psychopathological meaning. In practice, once the state of a patient has been stabilized in partial remission of the depressive syndrome, the clinician should revise the current therapeutic strategy and seek to find how to return as fully as possible to the previous euthymic state.