© 2019 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd Objective: In modern psychiatry, depression is diagnosed with the diagnostic criteria; however, the trajectory of each of the criterion symptoms is unknown. This study aims to examine this. Methods: We made repeated assessments of the nine diagnostic criterion symptoms with the Patient Health Questionnaire-9 (PHQ-9) among 2011 participants of a 25-week pragmatic randomised controlled trial of sertraline and/or mirtazapine for hitherto untreated major depressive episodes. The changes from baseline were estimated with the mixed-effects model with repeated measures. The time to disappearance of each symptom was modeled using the Kaplan–Meier survival analysis. Results: The total score on PHQ-9 was 18.5 (SD = 3.9, n = 2011) at baseline, which decreased to 15.3 (5.2, n = 2011) at week 1, to 11.5 (5.9, n = 1953) at week 3, to 7.8 (6.0, n = 1927) at week 9, and to 6.0 (5.9, n = 1910) at week 25. Suicidal ideas, psychomotor symptoms decreased rapidly, while anergia and sleep disturbance also decreased but only slowly. The survival analyses confirmed the primary analyses. Conclusions: Upon initiation of antidepressant treatment, patients with newly treated major depressive episodes can expect their suicidal ideas and psychomotor symptoms to disappear first but sleep disturbances and anergia to linger on.