Depressive disorders are highly prevalent in the general population. Long-term treatment with antidepressants consolidates the improvement obtained during the acute phase of the treatment and prevents relapses and recurrences of the disorder. On the other hand, there is growing evidence that antidepressant side effects may limit patients' quality of life and social functioning, as well as affect patients' health and treatment adherence. Most studies concerning antidepressant treatment have focused on short-term tolerability, ignoring both early-onset persistent side effects and late-onset side effects that are reported during long-term treatment. Nevertheless, these long-term treatment side effects are likely to have a dramatic impact on patient outcome and treatment adherence. Common long-term side effects of antidepressants are weight gain, sexual dysfunction, sleep disturbances, fatigue, apathy, and cognitive impairment (e.g., working memory dysfunction). Usual strategies for the management of these long-term side effects are: changing drug daily schedule, various augmentation therapies, antidepressant switches, drug-holidays, and dose tapering, with the latter two strategies being strongly discouraged on the basis of concerns that patients' depressive episodes may return. Selective serotonin reuptake inhibitors (SSRIs) and atypical antidepressants (e.g., venlafaxine, bupropion, and nefazodone) show a relatively favorable short-term as well as long-term tolerability compared with older drugs (e.g., tricyclics and monoamine oxidase inhibitors). Therefore, clinicians are likely to prefer them in usual practice, especially among patients requiring maintenance treatment. The present review focuses on management of long-term side effects.