Summary Background Better understanding of the heterogeneity of treatment responses could help to improve care for adolescents with depression. We analysed data from a clinical trial to assess whether specific symptom clusters responded differently to various treatments. Methods For this secondary analysis, we used data from the Treatment for Adolescents with Depression Study (TADS), in which 439 US adolescents aged 12–17 with a DSM-IV diagnosis of major depressive disorder and a minimum score of 45 on the Children's Depression Rating Scale-Revised (CDRS-R) were randomly assigned (1:1:1:1) to treatment with fluoxetine, cognitive behavioural therapy (CBT), fluoxetine plus CBT, or pill placebo. Our analysis focuses on the acute phase of the trial (ie, the first 12 weeks). Groups of co-occurring symptoms were established by clustering scores for each CDRS-R item at baseline with Ward's method, with Euclidean distances for hierarchical agglomerative clustering. We then used a linear mixed-effects model to investigate the relationship between symptom clusters and treatment efficacy, with the sum of symptom scores within each cluster as the dependent measure. As fixed effects, we entered cluster, time, and treatment assignment, with all two-way and three-way interactions, into the model. The random effect providing better fit was established to be a by-subject random slope for cluster based on improvement in the Schwarz-Bayesian information criterion. Outcomes We identified two symptom clusters: cluster 1 comprised depressed mood, difficulty having fun, irritability, social withdrawal, sleep disturbance, impaired schoolwork, excessive fatigue, and low self-esteem, and cluster 2 comprised increased appetite, physical complaints, excessive weeping, decreased appetite, excessive guilt, morbid ideation, and suicidal ideation. For cluster 1 symptoms, CDRS-R scores were reduced by 5·8 points (95% CI 2·8–8·9) in adolescents treated with fluoxetine plus CBT, and by 4·1 points (1·1–7·1) in those treated with fluoxetine, compared with those given placebo. For cluster 2 symptoms, no significant differences in improvements in CDRS-R scores were detected between the active treatment and placebo groups. Interpretation Response to fluoxetine and CBT among adolescents with depression is heterogeneous. Clinicians should consider clinical profile when selecting therapeutic modality. The contrast in response patterns between symptom clusters could provide opportunities to improve treatment efficacy by gearing the development of new therapies towards the resolution of specific symptoms. Funding Conselho Nacional de Desenvolvimento Cientifico e Tecnologico.