Personalized medicine - the adaptation of therapies based on an individual's genetic and molecular profile - is one of the most promising aspects of modern medicine. The identification of the relation between genotype and drug response, including both the therapeutic effect and side effect profile, is expected to deeply affect medical practice. In this paper, we review the current knowledge about the genes related to antidepressant treatment response and provide methodologic proposals for future studies. We have mainly focused on genes associated with pharmacodynamics, for which a list of promising genes has been identified despite some inconsistency across studies. We have also synthesized the main results for pharmacokinetic genes, although so far they seem less relevant than those for pharmaco dynamic genes. We discuss possible reasons for these inconsistent findings and propose new study designs.