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Background For patients starting treatment for depression, current guidelines recommend titrating the antidepressant dosage to the maximum of the licenced range if tolerated. When patients do not achieve remission within several weeks, recommendations include adding or switching to another antidepressant. However, the relative merits of these guideline strategies remain unestablished. Methods This multi-centre, open-label, assessor-blinded, pragmatic trial involved two steps. Step 1 used open-cluster randomisation, allocating clinics into those titrating sertraline up to 50 mg/day or 100 mg/day by week 3. Step 2 used central randomisation to allocate patients who did not remit after 3 weeks of treatment to continue sertraline, to add mirtazapine or to switch to mirtazapine. The primary outcome was depression severity measured with the Patient Health Questionnaire-9 (PHQ-9) (scores between 0 and 27; higher scores, greater depression) at week 9. We applied mixed-model repeated-measures analysis adjusted for key baseline covariates. Results Between December 2010 and March 2015, we recruited 2011 participants with hitherto untreated major depression at 48 clinics in Japan. In step 1, 970 participants were allocated to the 50 mg/day and 1041 to the 100 mg/day arms; 1927 (95.8%) provided primary outcomes. There was no statistically significant difference in the adjusted PHQ-9 score at week 9 between the 50 mg/day arm and the 100 mg/day arm (0.25 point, 95% confidence interval (CI), − 0.58 to 1.07, P = 0.55). Other outcomes proved similar in the two groups. In step 2, 1646 participants not remitted by week 3 were randomised to continue sertraline (n = 551), to add mirtazapine (n = 537) or to switch to mirtazapine (n = 558): 1613 (98.0%) provided primary outcomes. At week 9, adding mirtazapine achieved a reduction in PHQ-9 scores of 0.99 point (0.43 to 1.55, P = 0.0012); switching achieved a reduction of 1.01 points (0.46 to 1.56, P = 0.0012), both relative to continuing sertraline. Combination increased the percentage of remission by 12.4% (6.1 to 19.0%) and switching by 8.4% (2.5 to 14.8%). There were no differences in adverse effects. Conclusions In patients with new onset depression, we found no advantage of titrating sertraline to 100 mg vs 50 mg. Patients unremitted by week 3 gained a small benefit in reduction of depressive symptoms at week 9 by switching sertraline to mirtazapine or by adding mirtazapine. Trial registration ClinicalTrials.gov, NCT01109693. Registered on 23 April 2010. Electronic supplementary material The online version of this article (10.1186/s12916-018-1096-5) contains supplementary material, which is available to authorized users.