Therapeutic response to selective serotonin (5-HT) reuptake inhibitors in Major Depressive Disorder (MDD) varies considerably among patients, and the onset of antidepressant therapeutic action is delayed until after 2 to 4 weeks of treatment. The objective of this study was to analyze changes within methoxyindole and kynurenine (KYN) branches of tryptophan pathway to determine whether differential regulation within these branches may contribute to mechanism of variation in response to treatment. Metabolomics approach was used to characterize early biochemical changes in tryptophan pathway and correlated biochemical changes with treatment outcome. Outpatients with MDD were randomly assigned to sertraline (n = 35) or placebo (n = 40) in a double-blind 4-week trial; response to treatment was measured using the 17-item Hamilton Rating Scale for Depression (HAMD17). Targeted electrochemistry based metabolomic platform (LCECA) was used to profile serum samples from MDD patients. The response rate was slightly higher for sertraline than for placebo (21/35 [60%] vs. 20/40 [50%], respectively, χ(2)(1) = 0.75, p = 0.39). Patients showing a good response to sertraline had higher pretreatment levels of 5-methoxytryptamine (5-MTPM), greater reduction in 5-MTPM levels after treatment, an increase in 5-Methoxytryptophol (5-MTPOL) and Melatonin (MEL) levels, and decreases in the (KYN)/MEL and 3-Hydroxykynurenine (3-OHKY)/MEL ratios post-treatment compared to pretreatment. These changes were not seen in the patients showing poor response to sertraline. In the placebo group, more favorable treatment outcome was associated with increases in 5-MTPOL and MEL levels and significant decreases in the KYN/MEL and 3-OHKY/MEL; changes in 5-MTPM levels were not associated with the 4-week response. These results suggest that recovery from a depressed state due to treatment with drug or with placebo could be associated with preferential utilization of serotonin for production of melatonin and 5-MTPOL.