Objective The consequences of Major Depressive Disorder (MDD) in youths are likely to be devastating for both the patient and his/her family. Thus, this review analyzes systematically the effectiveness of antidepressant drugs (ADDs) in managing such patients. Data Sources Medical literature reporting primary data on use of ADDs in children and adolescents was identified through searches (1966-January 2010) of MEDLINE/PubMed, EMBASE, SCOPUS, and The Cochrane Library databases. Additional studies were manually identified from the reference lists of published articles. Search Strategy Search terms (variously combined) were: children, childhood, adolescents, adolescence, MDD, mood/affective disorders, depression, tricyclic antidepressants (TCAs) SSRIs, Serotonin-Norepinephrine Reuptake inhibitors (SNRIs), noradrenergic/ specific serotoninergic antidepressants (NaSSA). A separate search was conducted to complete the profile of effectiveness of each single antidepressant agent. Data Selection 43 peer-reviewed articles met the inclusion criteria. Data Synthesis Reviewed information does not definitively support the use of antidepressants in children younger than 10 years old. In contrast, robust information suggests that fluoxetine should be considered as first-line agent in depressed adolescents whose clinical conditions require psychopharmacological approach. Conclusions Depressed children should be primarily approached with non-pharmacological interventions that should include the evaluation of potential parental psychiatric disorders. In adolescents with MDD, the decision to use fluoxetine should be associated with specific social and health protocols focused to reinforce self-esteem, improve the quality of relationships with parents and peers, facilitate healthy life-style changes, and identify the potential onset/worsening of suicidality.