Depression is a disorder that can be classified in the categories of non-organic psychiatric disorders and mood disorders. Mood tone is an important psychic function involved in the adaptation to both our internal and external world. It is flexible, that is, it goes up when we are in positive and favorable conditions, but it goes down when we are in negative and unpleasant states. We can define depression as a condition when mood tone loses its flexibility, it goes down and its no longer influenced by favorable external events. In fact, depression is characterized by changes in the way how the affected individual thinks, feels and acts. Even if this change occurs gradually, a depressed subject is not the same as before. For example, a brilliant student could be persuaded to be not able to finish his studies; an affectionate mother could start to neglect her sons; an enterprising worker could lose every interest for his activity. Moreover, a depressed person doesnt care of his aspect or of himself. The surviving instinct could leave place to the desire to stop his own life. The most evident characteristic of depression in the adulthood is a sad mood, a gloomy solitary and apathetic attitude. A depressed subject could cry also with no apparent reason, he could have difficulty falling asleep or he could wake up very early in the morning and no longer returns to sleep. Or, instead, he could sleep more than usually and he could feel tired persistently. He could lose appetite and weight, or, in some cases, he could eat much more than usually and he could gain weight. Typically, a depressed person feels himself in a extremely negative way, he could think to be hopeless and helpless and he often condemns himself for small guilty. A depressed subject is pessimistic about himself and his own future; he loses interest in all what happens around him and he gets no satisfaction from the activities that before were pleasant. Some persons can be depressed also if they dont show evident signs of depression, but they complain for physical symptoms or they abuse of alcohol or other substances. It has been estimated that in the industrialized Western world one to six persons has a depressive episode at least once during his life; at present, the incidence of depression in the general population is around 5% with clear cut prevalence in the female sex. This leads to high social costs: behind the short-term inability, we have to consider also the long term inability (it has been estimated that, in 2020, depression will represent the second most frequent cause of permanent inability) as well as the suicide risk, the proved major susceptibility of depressed subjects to various non-psychiatric pathologies and the increased rate of premature deaths of depressed individuals as compared to the general population. The present work not only evaluates the drugs used for the treatment of depression, but it focuses also on those studies that investigated the efficacy of a second generation drug: Duloxetine that has a higher selectivity of action and a better tolerability profile as compared to first generation medications. These characteristics make Duloxetine the most effective therapeutic choice to improve both psychological and somatic symptoms of depression in order to get higher rates of symptomatic remission on depressive episodes.