This TRD cohort study will collect critically important data from routine clinical practice in Europe which will further substantiate the understanding of TRD in European clinical practice, with the aim of improving guidance and informing the development of better treatment strategies for this medically important condition. All data recorded in the case report form (CRF) should be documented in participants' medical records, that will be the primary data source of each participant. Participants who meet the diagnostic criteria for Major Depressive Disorder (MDD) and the diagnostic criteria for TRD, and are initiating or planned to initiate a new antidepressive treatment regimen will participate in the study. The end of the entire study will be the Month 12 data collection for the last participant in the study.