Patients with major depressive disorder (MDD) frequently also have alcohol use disorder (AUD) and they are more likely to experience symptomatic recurrence and resist treatment. How the two disorders interrelate has not yet been fully examined in Japanese subjects. The treatment response of 47 MDD patients was followed for 12 weeks. Depressive symptoms were rated by the 17-item Hamilton Rating Scale for Depression (HAM-D) and those whose HAM-D score was less than 16 were excluded. The MDD patients were divided into a non-alcohol use disorder (NAUD) and an alcohol use disorder (AUD) group according to the Alcohol Use Disorder Identification Test (AUDIT). We applied a cutoff score of 12 in the AUDIT scale. After 8 weeks, HAM-D NAUD group scores were significantly lower compared with AUD patients. The NAUD group, 23 individuals, prescribed therapeutic doses of antidepressant (equivalent to more than 150 mg of imipramine per day) significantly improved their HAM-D scores but no improvement occurred in the AUD subjects. Correlation analysis in all subjects revealed a significant negative correlation between AUDIT score and improved HAM-D score at endpoint. Moreover, a significant negative correlation was found between total alcohol consumption during the study period and improvement of HAM-D score at endpoint in AUD patients. These results suggest that co-occurrence of MDD and AUD is associated with a lower response to antidepressant treatment and it may reflect an inhibitory effect of ethanol on antidepressants action in the brain.