Background: Switching antidepressant medications is recommended when an initial antidepressant is not effective, when it is unable to be tolerated or when there are significant drug interactions. The aim of this paper is to review the evidence regarding when to switch antidepressants and the optimal approach to switching. Methods: Clinical and academic experts in mood disorders from Australia and New Zealand (Treatment Algorithm Group, TAG) met to discuss the key considerations regarding switching antidepressants in the treatment of depression and formulate recommendations about switching strategies. Results: While switching is recommended, there is limited data to guide on how best to approach switching antidepressants (e.g. whether to switch within class or out of class), and how to define the best time to consider switching. Broadly, switching within class after non-response is recommended for mild-moderate depression and out-of-class for patients with a more severe depression or melancholia. Limitations: There is a limited evidence-base to draw on to make definitive recommendations on switching approaches. Conclusions: Switching antidepressants is an appropriate strategy to use if there is a minimal response to an initial antidepressant. Further research is required to determine the optimal switching approach.