Treatment nonresponse in adolescent depression is a major public health problem, as untreated depression is associated with significant mortality by suicide, protracted course of illness, and recurrence into adulthood. Even with the gold-standard treatment with a Selective Serotonin Reuptake Inhibitor (SSRI) and concurrent Cognitive Behavioral Therapy (CBT), 30% to 40% will not respond to treatment, thus classified as “treatment-resistant”. These depressed adolescent patients who are refractory to first-line treatments are often in such mental anguish that they are not functioning, and some have considered their only option left to end the misery is to suicide. These are the patients who are often referred to psychiatry, but the treatment options for adolescents with treatment-resistant depression are limited due to lack of research in this area. This review will consider the various treatment options that may help to alleviate the suffering of adolescents afflicted with this devastating illness, with the caveat that there are few controlled studies focused on refractory depression in adolescents.